Unable to change contribution status using API
For the why on restrictions - see: Reasons for restricting changing contribution statusses?

I'm co-maintaining the iATS extension and we're doing Uk direct debit - so I hear you. And I also have a status = Returned that I need to be able to get in for North American ACHEFT processing. ACHEFT here can go from Pending -> Completed -> to Returned. And Returned is not a refund. It's also not quite a Canceled either.