It's been a while since I messed around with statuses, but what I do remember is that I made a bit of a mess of it at first. Support helped clear up what I did and how to do it better. I say that up front because that might be your next step.
If you haven't already, study this article. For statuses to be usable by only a certain group, you want to create the status at the group level, not the System Statuses (global) level. That means filtering to the group first, then creating the new status. Hiding a status literally makes it not visible to users. Locking a status means that a group admin does not have permission to edit the status configurations.
