Those are the ones missing from your screenshot:

• invalid
• wontfix: tickets that are valid but that you chose not to fix
• icebox: not in the short term but shortlisted for future sprints
• by design
• no longer applicable
• worksforme or can't reproduce

I would rename new feature to simply feature.

I'm not very organized about it, but I generally have two types:

• Organize issues into components of the system or that are somehow technically related.
• Mark the issues that other people look for, e.g. "help wanted" or "good first issue".

I've not used it to mark different stages like "in progress", "blocked", "review"... I can see how it'd be useful if different people are responsible for different stages, but that hasn't been the case for me, so I've been fine without it.

To comment on a few:

• Review: I am not quite clear on this one. Do only some of the issues need code review? Or are these the ones ready for review? For the latter I just use pull requests; I've no experience with the former (I review all or nothing).
• Isn't "new feature" similar to "enhancement"? For big projects you could consider making a kind of enhacement-proposal-repository like Rust, but for smaller ones tags are fine.