Status does not apply correctly. Empty cells are on the grid.

This happens because Magento limits status length by default. To fix the problem concerning Order Status extension, please execute the following 3 queries to your database:

ALTER TABLE `sales_flat_order` CHANGE `status` `status` VARCHAR( 196 ) CHARACTER SET utf8 COLLATE utf8_general_ci NULL DEFAULT NULL ;
ALTER TABLE `sales_flat_order_grid` CHANGE `status` `status` VARCHAR( 196 ) CHARACTER SET utf8 COLLATE utf8_general_ci NULL DEFAULT NULL ;
ALTER TABLE `sales_flat_order_status_history` CHANGE `status` `status` VARCHAR( 196 ) CHARACTER SET utf8 COLLATE utf8_general_ci NULL DEFAULT NULL ;

After that please flush cache storage.

See more details on Order Status page
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