From what I can tell:
State starts off as new, then as soon as the status is changed to pending (by hitting ship or invoice), once the order is complete (both shipped and invoiced) then state and status change to complete.
So I really dont know what the point of this state is, new orders seem to be identifiable by status or state (new or pending).
Could anyone offer any insight into this?
What I am trying to do:
Select orders that have been made pending (because they have been invoiced), generate some data for DHL, set them to a new state (could be anything) wait until a response from DHL is recieved and then select all the orders with this new state and set them to be shipped.