I have an issue where changing the order status in the Order List page in the back end redirects the user to the Joomla control panel and the status is not changed. The same redirect happens if you try to filter by status.
This happens on my client's site which is on VM version 2.0.22c and on my test site which is on 2.6.14. The Joomla version is 2.5.28 in both cases and PHP is 5.4.36.
On my test site it is possible to change the order status from the order detail page, so at least there is a workaround.
This problem only started to occur after upgrading from PHP 5.3 to PHP 5.4.
I had the same issue, although I use different versions (J3.4.1 and VM3.0.14). I noticed in the Apache errorlog a PHP warning:
Input variables exceeded 1000. To increase the limit change max_input_vars in php.ini. in Unknown on line 0, referer: http://MYWEBSITE/administrator/index.php?option=com_virtuemart&view=orders
When I increased the value to 1500 the problem was gone.