The Set Mail Status action works on a selected message in Apple Mail.

Note that the currently selected mail message is not necessarily the front window, it may be a message selected in the viewer behind the front window, especially if the front window is a reply or new message.

Select which status to set using the Set Mail pop-up:

Set the status using the to pop-up:

Note: if you select value then off and on will no longer be available.

If you choose value then you must enter a number or choose one from the stepper control.

Note that in Apple Mail flags may be: