Payment is not Captured at Woo

I have talked to two people at sezzle about this and they have both stated that they do not determine whether an order is authed or captured at woocommerce and cannot manually override it on their platform. All of that has to be done in woocommerce, but there are no options or settings to do this.

Does this mean this order was not approved or how to we override / capture the payment? (see screencap)

https://highwayandheavyparts.com/wp-content/uploads/temp-delete.png

The page I need help with: [log in to see the link]