Is it possible to localize workflow statuses ?

There is no way to localize the status, same as any ‘code’ field values. They are in one language only.

Reports are using the description column of the RequestStatus table as label in the report (like the all requests by status report) when it is the label of the workflow (description) that is used for the request itself.

Modification via database is the only way to change the labels of statuses.