The last thing is to define the templates that are going to be used for creating the email content. The first template will be an HTML template. Create a file wc-customer-my-custom-status-order.php inside templates/emails/.

wc-customer-delivered-status-order.php

<?php
/**
 * Completed Order sent to Customer.
 */

if ( ! defined( 'ABSPATH' ) ) {
	exit;
}

/**
 * @hooked WC_Emails::email_header() Output the email header
 */
do_action( 'woocommerce_email_header', $email_heading, $email ); ?>

<p><?php printf( __( 'The order #%d has been delivered. Order Details:', 'woocommerce' ), $order->get_order_number() ); ?></p>

<?php

/**
 * @hooked WC_Emails::order_details() Shows the order details table.
 * @hooked WC_Emails::order_schema_markup() Adds Schema.org markup.
 * @since 2.5.0
 */
do_action( 'woocommerce_email_order_details', $order, $sent_to_admin, $plain_text, $email );

/**
 * @hooked WC_Emails::order_meta() Shows order meta data.
 */
do_action( 'woocommerce_email_order_meta', $order, $sent_to_admin, $plain_text, $email );

/**
 * @hooked WC_Emails::customer_details() Shows customer details
 * @hooked WC_Emails::email_address() Shows email address
 */
do_action( 'woocommerce_email_customer_details', $order, $sent_to_admin, $plain_text, $email );

/**
 * @hooked WC_Emails::email_footer() Output the email footer
 */
do_action( 'woocommerce_email_footer', $email );