Orders keep being in "processing" status

I have a webshop where we have set the status to being "Payment received" after the payment gateway has accepted the payment.
When I think ship the goods (and release the payment at my payment service provider) I set the order status to "Complete".

for some reason I will still see these orders as being "Processing" if I select a list of my orders being in that status.

How to stop them from being "processing"?

Which payment gateway are you using and which version of Opencart? Most payment gateways have the option to set the status within and there are settings under system -->> settings under the 'options' tab that need to match.

Also, make sure you turn on debugging within the payment gateway if there is the option and log the errors. Let us know if anything shows up in the error log.