Q: Why does my process terminate after sending signals two times?

Most likely you have SysV signals. Re-install the signal handler:

sub status () {
    print "\n I'm $Percent done.";
    $SIG{HUP} = \&status;
}
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Q: Which signal is the best to use for something like printing status-info?

Anything trappable; from within, I'd use ALRM; from outside, SIGINT, SIGUSR1 or SIGUSR2.

Q: Is it possible to make a new signal like "SIGSTATUS" ?

No, since signals are routed through the kernel: it has a list you can't change.