Malladi, apologies for late reply. Well there's no such trigger point to get changes which you want even change document FM's aren't helpful in this case. I believe there are two options to get this. First you've to go for implicit enhancement in MV45AFZZ at FORM USEREXIT_SAVE_DOCUMENT_PREPARE and check with the help of your abaper if you've XVBUK and XVBUP workareas at that point then from there you can get old and new values of order status by using compare logic. Also, old status can be stored to some Z* table and comparison can be made from new status accordingly.
There's another option in program RV45PFZA at FORM USEREXIT_SET_STATUS_VBUK and by using this you can store customer reserved statuses from field UVK01 to UVK05 of VBUK. Get the status stored in any of these fields for header and put the processing logic that when this status will be updated response will be sent automatically to non SAP system. Similarly FORM USEREXIT_SET_STATUS_VBUP is for line item statuses, you're having all the desired workareas to cater this, just check and let me know in case you need further assistance on this. Thanks.