Considering some user are not developer, I had spend some time to make this patch to free checkout issue.
If you had installed Opencart version 3020, the order status should become missing order when you use free checkout.
For the case, please download and install this update patch which will apply the edition in master version to free checkout.

Please follow the step carefully.
1.Download the patch and install with extension installer.
2.Go to dashboard in admin panel, there should be button in top right corner for user to refresh the theme and sass cache.
Refresh it as the update patch had replace the theme of free checkout also.
3.Then go to free checkout module and save the order status again.(even you did not edit the order status!)
4.Finally, you can try with a product with free price and non-require shipping to test.