Hi @DeadreDi
As @kynabaker16 mentioned, you can always set those custom status to a group for System Admins, but as soon as you use the status on a project visible to other users, they are able to see the same status. Although, they would not be able to see it if they change it to some other status and want to change it back.
I would suggest using a custom field with a status dropdown in a section/custom form that is visible only to System Admins. In this way, system admins are free to mark the projects by the custom status and other users are not affected.
Please mark my reply as correct if it answered your question or provided you with an alternative solution. Thanks