Hi Nicol,
To set the Z Status Profile created you must assign it to the Transaction Type.In this case the Transaction Type is Service Order.
Follow the below steps to assign the Status Profile to the Transaction Type:
Goto SPRO->Customer Relationship Management->Transactions->Basic Settings->Define Transaction Types
Select the Transaction Type for which you want to set the Status Profile.
Click on Details button.
Under Profiles you can assign the Z Status Profile created corresponding to the Status Profile field.
Regards.
Deepak Ramchandran.