First, the next and current state is specified. If the next record is equal to the specified next state, it is calculated

If the time Status columns are dynamic, you should use sql dynamic calculate the time with window function and then it is used pivot

--ORDER_NR  Id  LEAD_TIME_FIRST_STAGE   LEAD_TIME_SECOND_STAGE  LEAD_TIME_THIRD_STAGE
;with _listsatus as(
         select 0 as currentstatus,1 nextstatus union 
         select 1 as currentstatus,2 nextstatus union 
         select 2 as currentstatus,3 nextstatus union 
         select 3 as currentstatus,4 nextstatus union 
         select 4 as currentstatus,5 nextstatus union 
         select 5 as currentstatus,6 nextstatus
 )
SELECT 
        ORDER_NR
        ,id
        ,ISNULL(cast( [0] as varchar(100)),'-') LEAD_TIME_FIRST_STAGE
        ,ISNULL(cast([1] as varchar(100)),'-') LEAD_TIME_SECOND_STAGE
        ,ISNULL(cast( [2] as varchar(100)),'-') LEAD_TIME_three_STAGE
        ,ISNULL(cast( [3] as varchar(100)),'-') LEAD_TIME_Four_STAGE
        ,ISNULL(cast( [4] as varchar(100)),'-') LEAD_TIME_Five_STAGE
        ,ISNULL(cast( [5] as varchar(100)),'-') LEAD_TIME_Sex_STAGE
        
FROM   
(
     
             select ORDER_NR,id,Status, case 
                        when   exists(  select * 
                                       from _listsatus  
                                       where currentstatus=Status   and nextstatus= nStatus 
                                     ) then
                    ISNULL(DATEDIFF(MINUTE, ACTION_DATE,nACTION_DATE ),0) else null end AS [DATEDIFF_STAGE]         
             from (
             select ORDER_NR,id,Status,
             ACTION_DATE,
        
                   LEAD(Status) over(partition by a.OnlineFulFillmentId order by Status) as nStatus
                    , LEAD(ACTION_DATE) over(partition by a.OnlineFulFillmentId order by ACTION_DATE) as nACTION_DATE
                    from OnlineFulFillmentActionLogs a
                    inner join OnlineFulFillment b on a.OnlineFulFillmentId=b.Id
            )a
) t 
PIVOT(
    sum([DATEDIFF_STAGE]) 
    FOR Status IN (
        [0], 
        [1], 
        [2],
        [3],
        [4],
        [5])
) AS pivot_table;

Base Data:

create table OnlineFulFillment
(ORDER_NR varchar(100), Id int)
insert into OnlineFulFillment values('SE2844697','3824')

create table OnlineFulFillmentActionLogs(
ACTION_DATE datetime,   OnlineFulFillmentId int,    Status int)
insert into OnlineFulFillmentActionLogs values('2023-04-18 12:27:31',   3824,   0)
insert into OnlineFulFillmentActionLogs values('2023-04-18 12:43:20',   3824,   1)
insert into OnlineFulFillmentActionLogs values('2023-04-18 12:43:46',   3824,   3)
insert into OnlineFulFillmentActionLogs values('2023-04-18 12:46:26',   3824,   3)
insert into OnlineFulFillmentActionLogs values('2023-04-18 12:46:26',   3824,   5)