The function is going to add this new custom order status as paid statuses.

woocommerce_order_is_paid_statuse.php

<?php
add_filter('woocommerce_order_is_paid_statuses', 'custom_status_woocommerce_order_is_paid_statuses');
function custom_status_woocommerce_order_is_paid_statuses($statuses)
{    
    $statuses[] = 'my-custom-status';
    return $statuses;
}