The "change status in proression" is referring to the program progression status. Reasons the program progression status changes includes a flow step in a smart campaign the explicitly changes the status or it can happen if a lead fills out a form on a landing page that is a local asset in a program. If it changed because of a smart campaign, the activity will tell you which smart campaign made the change.
"Send email" means that the Marketo email server sent the email out. The Delivered email means tht the Marketo mail server did not get an error message that the email couldn't be delivered. An examples of why an email is not delieverd is because the email address did not exist at the domain and the receiving mail server bounced the email.