Should I create multiple tables for different entity states, statuses or stages?

-- You should determine which are the most fitting 
-- data types and sizes for all your table columns 
-- depending on your business context characteristics.

-- Also, you should make accurate tests to define the most
-- convenient physical implementation settings; e.g.,
-- a good indexing strategy based on query tendencies.

-- As one would expect, you are free to use your 
-- preferred or required naming conventions. 

CREATE TABLE Task (
    TaskNumber      INT      NOT NULL,
    Description     CHAR(90) NOT NULL,
    Etcetera        CHAR(30) NOT NULL,
    CreatedDateTime DATETIME NOT NULL,
    --
    CONSTRAINT Task_PK  PRIMARY KEY (TaskNumber)
);    

CREATE TABLE State (
    StateCode   CHAR(1)  NOT NULL,
    Name        CHAR(30) NOT NULL,
    Description CHAR(60) NOT NULL,
    --
    CONSTRAINT State_PK  PRIMARY KEY (StateCode),
    CONSTRAINT State_AK1 UNIQUE      (Name),       -- ALTERNATE KEY.
    CONSTRAINT State_AK2 UNIQUE      (Description) -- ALTERNATE KEY.
); 

CREATE TABLE StateSpecification (
    TaskNumber        INT      NOT NULL,
    SpecifiedDateTime DATETIME NOT NULL,
    StateCode         CHAR(1)  NOT NULL,
    --
    CONSTRAINT StateSpecification_PK         PRIMARY KEY (TaskNumber, SpecifiedDateTime), -- Composite PRIMARY KEY.
    CONSTRAINT StateSpecification_to_Task_FK FOREIGN KEY (TaskNumber)
        REFERENCES Task  (TaskNumber),
    CONSTRAINT StateSpecification_to_State   FOREIGN KEY (StateCode)
        REFERENCES State (StateCode)    
);

CREATE TABLE TaskComment (
    TaskNumber      INT      NOT NULL,
    CreatedDateTime DATETIME NOT NULL,
    Body            TEXT     NOT NULL,
    --
    CONSTRAINT TaskComment_PK      PRIMARY KEY (TaskNumber, CreatedDateTime),
    CONSTRAINT TaskComment_to_Task FOREIGN KEY (TaskNumber)
        REFERENCES Task (TaskNumber)  
);

--
--

SELECT T.TaskNumber,
       SS.StateCode AS CurrentStateCode,
       SS.SpecifiedDateTime
     FROM Task T
     JOIN StateSpecification SS
       ON T.TaskNumber = SS.TaskNumber 
    WHERE T.TaskNumber = 1750 -- You can provide a parameter instead of a fixed value.
      AND SS.SpecifiedDateTime = (
                                    SELECT MAX(SpecifiedDateTime)
                                          FROM StateSpecification InnerSS
                                         WHERE T.TaskNumber = InnerSS.TaskNumber
                                 );

SELECT T.TaskNumber,
       SS.StateCode AS CurrentStateCode,
       SS.SpecifiedDateTime
     FROM Task T
     JOIN StateSpecification SS
       ON T.TaskNumber = SS.TaskNumber
    WHERE SS.SpecifiedDateTime = (
                                    SELECT MAX(SpecifiedDateTime)
                                          FROM StateSpecification InnerSS
                                         WHERE T.TaskNumber = InnerSS.TaskNumber
                                 );

SELECT T.TaskNumber,
       T.Description,
       SS.StateCode,
       SS.SpecifiedDateTime AS StartDateTime,
       (
          SELECT MIN(SpecifiedDateTime)
                FROM StateSpecification InnerSS
               WHERE T.TaskNumber = InnerSS.TaskNumber
                 AND InnerSS.SpecifiedDateTime > SS.SpecifiedDateTime
       ) AS EndDateTime
    FROM Task T
    JOIN StateSpecification SS
      ON T.TaskNumber = SS.TaskNumber
   WHERE T.TaskNumber = 1750 -- You can provide a parameter instead of a fixed value.
ORDER BY StartDateTime DESC;

SELECT T.TaskNumber,
       T.Description,
       SS.StateCode,
       SS.SpecifiedDateTime AS StartDateTime,
       (
          SELECT MIN(SpecifiedDateTime)
                FROM StateSpecification InnerSS
               WHERE T.TaskNumber = InnerSS.TaskNumber
                 AND InnerSS.SpecifiedDateTime > SS.SpecifiedDateTime
       ) AS EndDateTime
    FROM Task T
    JOIN StateSpecification SS
      ON T.TaskNumber = SS.TaskNumber
ORDER BY StartDateTime DESC;