While processing payments, the order status value changes depending on the flow and current status.

2d payment
Created → Processing → approved(1-step flow) or auth_ok(2-step flow)

3d payment
Created → Processing → 3ds_verify → approved(1-step flow) or auth_ok(2-step flow)

Failed(declined) payment
Created → Processing → declined(1-step flow) or auth_failed(2-step flow)

Please, note that usually status processing you can receive in case of Alternative Payment Method payments.
Despite the fact that usually, you won't receive that status for the Card payments, you should be ready to receive it as well.