(about Chilkat Mail…) It’s a very good product - So I’m surprised not to find any way to access to the different usual status of a mail (’Urgent’, ‘Confidential’, etc.).
The POP3 protocol does not support mail flags (i.e. status of an email as you described). The IMAP protocol however, does provide the ability to fetch and set status flags associated with an email. Your mail server probably provides both POP3 and IMAP interfaces. Therefore, you would need to use Chilkat IMAP to communicate via the IMAP protocol to fetch/set mail flags.