Try this work around in the url location address bar add the status string.

This is what you should have for All
stats_monthly_sales.php?status=&selected_box=reports

For pending try
stats_monthly_sales.php?status=1&selected_box=reports

For Processing try
stats_monthly_sales.php?status=2&selected_box=reports

For Shipped try
stats_monthly_sales.php?status=3&selected_box=reports

This will just bypass the drop down

I wonder if the other report mod is using the same 'orders_status_array'?

Skip