I think, it makes sense that the example that you showed did not trigger off the campaign with custom status field = "Won" constraint added on the "Added to Opportunity" and "Opportunity is Updated" triggers, as the new custom status value in the first snapshot happens to be "Loss/Cold", and in the second snapshot, I cannot see the custom status value from the snapshot.
Sorry, did it a bit late- I just updated the trigger campaign together with the activity log in the previous comment.
Ahh - I guess you need to update the constraint on the Opportunity is Updated trigger to something like below (you need to use the New Value constraint for the trigger attribute, i.e., custom status field):
Add the values for custom status field on which you would wanna trigger off in the "New Value" constraint.
Hope this helps!