Changing the text in the Order Status drop down on Edit Order page

I want to show that it's been shipped, not delivered. How do I change this? I did a search using dev tools, but it produced nada.

TIA!

Found it in the CP--:clap:

I would like to do the same, how did you end up doing it?

In case you are still looking for this one, see below. I know this took me ages to find a while back.

Got to Localisation, then to Orders Status. Edit as required or insert new status.

I edited "Delivered" to "Despatched" after one customer rang us very confused - could not work out how his order could possible be delivered in only a hour or 2 when he lived across the other side of Australia - obviously impossible but better to be specific so I changed the wording.

cheers
Leah