In addition, if you need to use the selected status, you can pass the selectedStatus state to myChangeStatusCheck, and use it on your validations.

dialogInitialized(obj) {
    if (obj.name==='woStatusChangeDialog') {
      [...]
      c.changeStatus = (evt) => {
        // do something before
        console.log("******* before changeStatus");
        if (this.myChangeStatusCheck(evt, obj.state.selectedStatus)) {
          oldStatus();
        }
       [...]
      }
    }
  }
  myChangeStatusCheck(evt, newStatus) {
    console.log("******* before changeStatus", newStatus);
    return true;
  }