Order Status Not changing after payment

-- url of the page with the problem -- : www.rock-a-bye-rosie.com/
-- HikaShop version -- : 2.5.0
-- Joomla version -- : 3.4.1
-- PHP version -- : 5.4
-- Browser(s) name and version -- : Any

Hi there,
We have been using HikaShop for years and recently updated this website to the latest versions.
Our problem is, when an order is placed the order is created.

BUT

When the order is paid for the order status is not changing to confirmed.
We need to get this working as our website is linked to a 3rd party system which needs the confirmed status to be correct.

Please can you help?
I have attached a few screen shots so you can see our settings.

Hello,
Can you give me more information on the payment method that you are using when you test it and show me through some screenshots how did you configured it ?
Thanks.