You don't have to go back to states even if your OWP is refused/delayed (chances of OWP refusal for inland with a valid status are very rare). As long as your OWP is not returned, you will be in status. IF your OWP app is returned for some reason, then you may be out of status if you don't send it back again before you ETA expires.
Your PR app will continue processing even if you are out of status. Its just that while out of status you won't get OWP until AIP. You don't have to go back to states even in that case.