YITH WooCommerce Custom Order Status allows the creation of custom statuses you can assign to orders in your shop. You may also edit the default WooCommerce ones.
Thanks to the integration with YITH Desktop Notifications for WooCommerce, you can enable custom desktop notifications that will be displayed each time one of your orders gets one of the statuses you created using this plugin.

Once created, you can set a notification for every new order status.

When the order gets the custom status, you will get a notification like in this example:
For further details about YITH WooCommerce Custom Order Status settings, please, refer to the official documentation.