Hi there.
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This forum is for xwiki.org support (you mention SAS/Cloud in the title so I assume you mean some paying offer from some company, in which case you could ask for their support, which is different from the support here)
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There’s currently no Mail UI to remove mail statuses, see Loading.... As a workaround, this issue gives you some script that you can run to perform the deletion. You’ll need Programming Rights to save the page with the script.