The list of all possible statuses for a single server are:
For reference for all statuses of components in ARM refer to : ARM Rest API
Usually, when a server remains as 'CONNECTED' for an extended period of time it means that there is connectivity between the server and ARM but the runtimes encountered issues to fully startup. In such case it's suggested to check for mule_ee.log and application logs.
One common issue for a server to remain in such state is an app contained by it having problems when being deployed. In such cases remove the corresponding apps, <APP>-anchor.txt file from <MULE_HOME>/app folder. Docs
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