I made a custom report by query, but the column values are not translated based on system configuration(PT-BR) as you can see.
Query:
SELECT
`tabSales Order`.name as "ID:Link/Sales Order",
`tabSales Order`.customer as "Cliente:Link/Item:250",
`tabSales Order`.company as "Empresa:Link/Company:120",
`tabSales Order`.delivery_date as "Data de Entrega:Date:120",
`tabSales Order`.grand_total as "Total Geral:Int:100",
`tabSales Order`.status as "Status:Text:100",
`tabSales Order`.delivery_status as "Status da Entrega:Text:150",
`tabSales Order`.per_delivered as "Entregue:Percent",
`tabSales Order`.per_billed as "Faturado:Percent",
`tabSales Order`.billing_status as "Status do Faturamento:Text:150"
FROM
`tabSales Order`
WHERE
`tabSales Order`.per_delivered < 100
AND `tabSales Order`.delivery_date < CURDATE()
AND `tabSales Order`.status != 'Closed'
AND `tabSales Order`.status != 'Cancelled'
AND `tabSales Order`.status != 'Completed'