1. Define the statuses in the right order
2. Derive all valid status transitions
3. Identify invalid status transitions
4. Get all transitions of presentations with invalid transitions and pivot

-- Define statuses in the right order
CREATE TABLE #tblStatus
(
StatusID int NOT NULL,
PrStatus nvarchar(100) NOT NULL
)

INSERT INTO #tblStatus VALUES
(1, 'REVIEW'), (2, 'APPROVE'), (3, 'PRESENTATION'), (4, 'CLOSE')

-- Derive all valid status transitions
select fromStatus.PrStatus FromStatus, toStatus.PrStatus ToStatus
into #ValidTransitions
from #tblStatus fromStatus
cross apply (
    select * from #tblStatus
    where StatusID > fromStatus.StatusID
) as toStatus

-- Identify invalid status transitions
;with StatusTransitions as (
    select *, LAG(PrStatus, 1) OVER (PARTITION BY PrID ORDER BY StatusDate,StatusID) PreviousStatus
    from #tblPresentationStatus
)
select st.*
into #InvalidTransitions
from StatusTransitions st
left join #ValidTransitions vt
    on st.PreviousStatus = vt.FromStatus
    and st.PrStatus = vt.ToStatus
where
    PreviousStatus is not null
    and vt.FromStatus is null

-- Get all transitions of presentations with invalid transitions and pivot
;with AllStatusChangesOfPresentationsWithBadStatusChanges as (
    select PrId, PrStatus, ROW_NUMBER() OVER (PARTITION BY PrID ORDER BY StatusDate,StatusID) StatusChangeNo 
    from #tblPresentationStatus ps
    where exists(select 1 from #InvalidTransitions where ps.PrID = PrID)
)
SELECT PrId,
    [1] as Status1, [2] as Status2, [3] as Status3, [4] as Status4
FROM AllStatusChangesOfPresentationsWithBadStatusChanges AS SourceTable
PIVOT (
    MAX(PrStatus) FOR StatusChangeNo IN
    ([1], [2], [3], [4])
) AS PivotTable;

Another way is to string_agg the statusses ordered by the date, and check if they are equal to your expected result

select t.PrID,
       t.PrName,
       t.Statusses
from   ( select p.PrID,
                p.PrName,
                (select string_agg(ps.PrStatus, ',') within group (order by ps.StatusDate)
                 from   tblPresentationStatus ps
                 where  ps.PrID = p.PrID
                ) as statusses
         from   tblPresentation p
      ) t
where  t.Statusses <> 'REVIEW,APPROVE,PRESENTATION,CLOSE'
and    t.Statusses <> 'REVIEW,PRESENTATION,CLOSE'

result is

See this dbFiddle

If you really need the statusses in columns, that requires some work with this approach, see this dbFiddle
Maybe you can improve that using pivot

I put your flow in order with table variable

DECLARE @StatusFlow TABLE (Id INT,Name nvarchar(50));

INSERT INTO @StatusFlow (Id, Name)
VALUES (1, 'Review'),(2, 'Approve'),(3, 'Presentation'),(4, 'Close');

After that, just compare the Order Of Flow versus Order Of Row

And show line by line which is the mistake flow

;With T
as
(
select 
        pres.statusID
       ,pres.prID
       ,pres.prStatus
       ,pres.statusDate
       ,flow.id as currentOrderFlow
       ,dense_rank() over (partition by PrID ORDER BY StatusDate, flow.Id) as line
from #tblPresentationStatus pres
inner join @StatusFlow flow on flow.Name = pres.PrStatus
)
select * , (IIF(line <> currentOrderFlow,1,0)) as wrongFlow
From T

Complete flow in db fiddle

db fiddle

I suggest creating a explicit table of allowed status changes. Or apply this set of rows as a CTE.

See example

create table #StatusRoute (FromStatus nvarchar(100), ToStatus nvarchar(100));
insert into #StatusRoute values
 ('Review','Approve')
,('Review','Presentation')
,('Review','Close')
,('Approve','Presentation')
,('Approve','Close')
,('Presentation','Close')
;

Or

with #StatusRoute as(
select * from (values
 ('Review','Approve')
,('Review','Presentation')
,('Review','Close')
,('Approve','Presentation')
,('Approve','Close')
,('Presentation','Close')
)sr(FromStatus, ToStatus)
)

select PrId
  ,max(case when rn=1 then PrStatus end) Status1
  ,max(case when rn=2 then PrStatus end) Status2
  ,max(case when rn=3 then PrStatus end) Status3
  ,max(case when rn=4 then PrStatus end) Status4
  ,count(isError)errorQty
  ,string_agg(case when isError>0 then cast(rn+1 as varchar) end,',') ErrorList
from(
  select *
    ,sum(case when PrStatus<>'CLOSE' and nextStatus is not null and ToStatus is null 
           then rn end)
          over(partition by PrId) qtyErrors
    ,case when PrStatus<>'CLOSE' and nextStatus is not null and ToStatus is null 
         then rn 
     end isError
  from(
   select *
     ,lead(PrStatus)over(partition by PrId order by StatusDate) nextStatus
     ,row_number()over(partition by PrId order by StatusDate) rn
   from #tblPresentationStatus 
  )a
  left join #StatusRoute sr on a.PrStatus=sr.FromStatus and a.nextStatus=sr.ToStatus
)b
group by PrId
-- having count(isError)>0
;

fiddle

Source data for test:

You may try to number the rows using the appropriate ORDER BY clauses to find the wrong order and PIVOT the results to get the expected output.

; WITH OrderCTE AS (
    SELECT 
        StatusID, PrID, PrStatus, 
        ROW_NUMBER() OVER (
            PARTITION BY PrID 
            ORDER BY StatusID
        ) AS Rn1,
        ROW_NUMBER() OVER (
            PARTITION BY PrID 
            ORDER BY 
                CASE 
                    WHEN PrStatus = 'REVIEW' THEN 1
                    WHEN PrStatus = 'APPROVE' THEN 2
                    WHEN PrStatus = 'PRESENTATION' THEN 3
                    WHEN PrStatus = 'CLOSE' THEN 4
                    ELSE 5
                END
        ) AS Rn2
    FROM #tblPresentationStatus
), PivotCTE AS (
    SELECT
        PrID,
        MAX(CASE WHEN Rn1 = 1 THEN PrStatus END) AS Status1,
        MAX(CASE WHEN Rn1 = 2 THEN PrStatus END) AS Status2,
        MAX(CASE WHEN Rn1 = 3 THEN PrStatus END) AS Status3,
        MAX(CASE WHEN Rn1 = 4 THEN PrStatus END) AS Status4,
        MAX(CASE WHEN Rn2 = 1 THEN PrStatus END) AS Correct1,
        MAX(CASE WHEN Rn2 = 2 THEN PrStatus END) AS Correct2,
        MAX(CASE WHEN Rn2 = 3 THEN PrStatus END) AS Correct3,
        MAX(CASE WHEN Rn2 = 4 THEN PrStatus END) AS Correct4
    FROM OrderCTE
    GROUP BY PrID
)
SELECT PrID, Status1, Status2, Status3, Status4
FROM PivotCTE
WHERE
    ISNULL(Status1, '') <> ISNULL(Correct1, '') OR
    ISNULL(Status2, '') <> ISNULL(Correct2, '') OR
    ISNULL(Status3, '') <> ISNULL(Correct3, '') OR
    ISNULL(Status4, '') <> ISNULL(Correct4, '')