I cannot find the required state within the 'Order States To Apply Status To' setting's list. What should I do?
The Order States To Apply Status To list contains Magento order states codes. You can find the list of the Magento state codes with the assigned statuses on the Stores → Settings → Order Status page.
If the state does not have any default status in this table, as in the screenshot below, the state code won’t be listed on the status management page.
In order to resolve the issue, adjustments in the database will be required. For instance, to make the New state appear on the list, please access the database (either from the CLI or via phpMyAdmin tool), find the sales_order_status_state table and change the is default column value for the New state from 0 to 1.
After saving the changes, the state will appear on the list: