How to show flash message for Commerce order when changing status on listing page?
I haven't tried this yet, but I think you can try to use "Server Side Event" with "Control Panel JS plugin for Craft CMS": https://github.com/doublesecretagency/craft-cpjs/blob/v2/README.md

Listen to server and append a custom alert when some event triggered at server side.

Here is some information about SSE.

W3S:
https://www.w3schools.com/html/html5_serversentevents.asp

SSE Browser Support:
https://caniuse.com/#search=Server%20Side%20Event

SSE Polyfill to Support Mobile Android and IE8+
https://github.com/Yaffle/EventSource

Yii2 SSE Server Side Example:
https://www.yiiframework.com/wiki/329/real-time-display-of-server-push-data-using-server-sent-events-sse

Yii2 SSE component:
https://github.com/odannyc/yii2-sse

Hope this helps.