There is no way to have a per-user (per-delegate) read status for items in shared mailboxes, if anyone (cough AI cough) tells you otherwise, they're lying :)
You can either look for some third-party add-ins that might help, work with your users and see if you can update the process (i.e. use Categories/Flags instead of the "read" status), or consider using Microsoft 365 Groups instead (which do keep per-user status, but are otherwise missing many features that you might be used to with a shared mailbox).