Magento2 - update to custom status after shipment creation

Question

I created an Observer that makes some execution based on the company needs using event sales_order_shipment_save_after. It does everything I need except changing the order status to a specific.

I both using Magento setState/setStatus and running an SQL update script directly, but none won´t make the change.

I looked for running a plugin instead of the observer but I could not find where should the plugin fit.

It´s important to let you know that the state is the same as the one set by shipment - complete. Only the status needs to be updated.

$orderState = Order::STATE_COMPLETE;
    $order2 = $objectManager->create('\Magento\Sales\Model\Order')->load($order_id);
    $order2->setState($orderState)->setStatus("entregue_transportadora");

    $order2->save();

Anyone can help me ?

Thanks !!