Sportzcommish has it, though I've always wondered what the purpose of the "Problem" status was. Is it just to signify to the other party that the cards haven't shown up, or some other situation at hand, such that it is a "Problem"? I figured that would be sorted out via communication, such that a change in status isn't important, but maybe it is just a label to highlight that fact so that no one forgets about the current situation. Setting a status to "Problem" doesn't notify anyone outside of the trade that something is amiss, right?
For the trades where cards don't show up on my end or theirs, I just skip right to Unfinished after communicating with the other party. This gets the trade off the main transactions list. If there's ever a real problem, for me that detail goes into the feedback (negative or neutral).