YITH WooCommerce Custom Order Status allows creating 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 will be able to enable custom desktop notifications that will be displayed each time one of your orders enters one of the statuses you created using this plugin.
First, create your custom orders statuses with YITH WooCommerce Custom Order Status.
Once created, you can set a notification for every new order status.