Create a file class-wc-custom-completed-order.php inside the folder "emails" and put below code in it.

class-wc-delivered-status-order.php

<?php
if ( ! defined( 'ABSPATH' ) ) {
	exit; // Exit if accessed directly
}

if ( ! class_exists( 'WC_Email' ) ) {
	return;
}

/**
 * Class WC_Custom_Completed_Order
 */
class WC_Delivered_status_Order extends WC_Email {

	/**
	 * Create an instance of the class.
	 *
	 * @access public
	 * @return void
	 */
	function __construct() {
    		// Email slug we can use to filter other data.
		// Replace 'my-custom-status' with your custom order status slug
    		// Replace 'My Custom Status' with your custom order status name
		$this->id          = 'wc_customer_delivered_status_order';
		$this->title       = __( 'Delivered Order to Customer', 'text-domain' );
		$this->description = __( 'An email sent to the customer when an order status change to Delivered.', 'text-domain' );
    		// For admin area to let the user know we are sending this email to customers.
		$this->customer_email = true;
		$this->heading     = __( 'Delivered Status', 'text-domain' );
		// translators: placeholder is {blogname}, a variable that will be substituted when email is sent out
		$this->subject     = sprintf( _x( '[%s] Delivered Status', 'default email subject for delivered status emails sent to the customer', 'text-domain' ), '{blogname}' );
    
    // Template paths.
		$this->template_html  = 'emails/wc-customer-delivered-status-order.php';
		$this->template_plain = 'emails/plain/wc-customer-delivered-status-order.php';
		$this->template_base  = DELIVERED_WC_EMAIL_PATH . 'templates/';
    
    // Action to which we hook onto to send the email.
		add_action( 'woocommerce_order_status_delivered', array( $this, 'trigger' ) );		

		parent::__construct();
	}
	
	 /**
	 * Trigger Function that will send this email to the customer.
	 *
	 * @access public
	 * @return void
	 */
	function trigger( $order_id ) {
		$this->object = wc_get_order( $order_id );

		if ( version_compare( '3.0.0', WC()->version, '>' ) ) {
			$order_email = $this->object->billing_email;
		} else {
			$order_email = $this->object->get_billing_email();
		}

		$this->recipient = $order_email;


		if ( ! $this->is_enabled() || ! $this->get_recipient() ) {
			return;
		}

		$this->send( $this->get_recipient(), $this->get_subject(), $this->get_content(), $this->get_headers(), $this->get_attachments() );
	}
	
	/**
	 * Get content html.
	 *
	 * @access public
	 * @return string
	 */
	public function get_content_html() {
		return wc_get_template_html( $this->template_html, array(
			'order'         => $this->object,
			'email_heading' => $this->get_heading(),
			'sent_to_admin' => false,
			'plain_text'    => false,
			'email'			=> $this
		), '', $this->template_base );
	}

	/**
	 * Get content plain.
	 *
	 * @return string
	 */
	public function get_content_plain() {
		return wc_get_template_html( $this->template_plain, array(
			'order'         => $this->object,
			'email_heading' => $this->get_heading(),
			'sent_to_admin' => false,
			'plain_text'    => true,
			'email'			=> $this
		), '', $this->template_base );
	}
}