Currently, it is not possible to add translations for order, payment and delivery status as the entries appear to be hardcoded.

There is an issue ticket already which was closed (despite having 18 votes, which seems like nothing to sneeze at), which can be found here:

https://issues.shopware.com/issues/NEXT-15282

Contrary to what is written in that ticket, translations ARE used IF present and that is the issue really. They can't be added in the admin anywhere.

We CAN circumvent this by adding them manually in the database, but we can't expect shop owners to do this because that way is rather technical and comes with certain risks.

An elegant way would be to have them register as snippets so they can be translated like most other content.