An order's status will change several different times during the process.
Upon customer checkout, the order status becomes "Processing"...unless it is not paid during checkout. If not paid, it is "Pending." Once the order has been fulfilled and shipment is sent, the status becomes "Complete." The only other status is "Canceled"
The status that is "Sent" is a Shipment Status...it is not directly connected to the order, because any order might have multiple shipments.
"Invoice numbers" are actually the order ID number, and they will be in ascending order, though not necessarily consecutively, as some orders are started and never completed.
If your problem is that you are required by law to issue invoices to customers which are in a consecutive order, then you must generate/prepare invoices for your customers manually using your own numeric order for the invoices. You can use any word processor for that.
You might also suggest this as a feature enhancement for the next version:
"Allow admins to specify to use incremental invoice numbering instead of the order ID"
https://www.nopcommerce.com/boards/f/7/suggestions-and-feedback.aspx