Check the email I wrote to you? I’m not sure what that means.
Have you created an email and assigned it to the status you are trying to use?
If so, and you’re still not getting the email, then try installing a plugin that logs emails, such as Ultimate WP Mail. Then try changing the status again. Then go to the logs in the email logging plugin and see if shows that the email was sent. If it does, then you know that your issue is the email is not being received, which is usually due to it being blocked/flagged as spam. In that case, you can use that same plugin to configure your WordPress emails to be sent via your real email address, so they don’t appear to be coming from a bot, which will greatly reduce the change of them being blocked/flagged.