The comma separator "should" work. Alternatively you can use the 'mailer_send' hook to add a CC (or modify the To address) for an email. Given this is generic you will need to read the $order_data and ensure that it matches the status you want to include the CC on. But if your only concern is 'status' then it's pretty straight forward.
But I'm guessing you're using the new email editor which may stomp on things that used to work before.
Thanks for that - I gave it another try, and it worked this time (I'm still using the old editor). The problem was I used an old order to test, and only updated the customer account and not the data in the order hence the mail was only sent to the email account used while the order was placed. Rookie mistake ;)