Using Order Tags
You can assign tags to your orders and then filter by the tags.
How to Assign Tags to an Order
Option 1: Edit the Order
Edit the order, and use the "Order Tags" panel to assign tags.
Assign Automatically with Automation Rules
Set tags via Automation Rules based on specific conditions that you can define.
Learn more about Automation Rules.
For Orders coming from Shopify, Use Shopify Order Tags
Follow this guide on Shopify for managing order tags.