Shoutbox

You are correct it does not appeat in the Status Presets but you can still set a personalised status using the method shown in my image in the above post.

As you change your status to away (excluding if you change your status to away with the "/away" command) the box shown in my above post should appear. You can then enter your personalised status in the small box and change your status to online.

At the current time I dont believe there is a way to set preset personalised statuses using an online status.