To check the status you need to read the Smart Transaction:

Request
GET /api/v2/Smart/Transactions/STX_33PXAW2YN2NJTPM5KPGMK7QF5PBVA2 HTTP/1.1
Host: connect-testing.secuconnect.com
Authorization: Bearer qb56tjj1bcvo9n2nj4u38k84lo
Accept: application/json

If everything is fine, the API responds with 200 OK: and the object representation:

Response
HTTP/1.1 200 OK
Content-Type: application/json
  
{
    "object": "smart.transactions",
    "id": "STX_33PXAW2YN2NJTPM5KPGMK7QF5PBVA2",
    // ...
    "transactions": [
        {
            "object": "payment.transactions",
            "id": "PCI_FDBREW9ZS7P6FTN4ZY2ATC6NK0QWO7"
        }
    ],
    "created": "2020-03-27T10:55:23+01:00",
    "updated": "2020-03-27T10:56:41+01:00",
    "status": "ok",
    // ...
"payment_instructions": {
"owner": "secupay AG",
"iban": "DE81850400611005523759",
"bic": "COBADEFFXXX",
"bankname": "Commerzbank CC",
"purpose": "TA 49425099",
"girocode_url": "https://connect-testing.secupay-ag.de/qr/epc?stx=STX_33PXAW2YN2NJTPM5KPGMK7QF5PBVA2"
},
// ...
}

The exact statusses are explained here: Status Flow of a Smart Transaction