How to create mutliple order statuses in Ubercart?
First off, just a friendly reminder to get yourself on the latest release of Drupal 7 core ASAP, as there was a major vulnerability discovered in all versions of Drupal 7 prior to 7.32. 

As for your direct question, I don't believe you can set multiple order statuses for the same order at the same time. What you can do, however, is setup a couple of other fields on orders to handle your additional statuses and then automatically set those statuses using Ubercart's Checkout Rules. For the example you stated, though, I'm not sure if it makes sense that an order would be "In checkout", which means that the user hasn't completed the checkout process, and "Paid", which usually happens as part of completing the checkout process.

Regardless, you can add a custom field for an Order at "/admin/store/settings/orders/fields". Then, you can add a new Checkout Rule at "/admin/store/settings/checkout/rules" and set the value of the new field automatically triggered by one of the Rules events Ubercart lists when creating the rule.

If you provide more detail on what the fields are and how you're planning on using/reporting on them, I may be able to help further.