Hi Tad,
Program and progression statuses are the same. When you setup your channels you will define the progression steps. For example, if the channel was email blast the program (or progression) status could be sent, opened, clicked, etc. depending on what progression statuses were used when the channel was created.
Lead status refers to the SFDC field. Sales uses this to track the progress of a lead throughout the lifecycle.
Does this answer your question?
Thanks,
Tara