Messaging Events for SOP status changes

I work for a company which supplies warehouse management systems and when we have imported a sales order, we need a hook point to see when the status has been changed to on hold and when it is taken off hold. We are using the messaging framework to see changes made to the sales order, but cannot see any messages for the status being changed. It would be useful for a message to be broadcast when the status is amended. Also a cancellable message would be good so we can check that the sales order has not been released for picking etc before placing the customer on hold. Event the standard Order Saving event would be useful.