How can I check Delivery Status of campaign on Facebook Marketing API

Effective_status gives you the effective status of this campaign. For Campaign object, effective_status value can be one of these

ACTIVE, PAUSED, DELETED, PENDING_REVIEW, DISAPPROVED, PREAPPROVED, PENDING_BILLING_INFO, CAMPAIGN_PAUSED, ARCHIVED, ADSET_PAUSED

If you read the effective_status field for adset level, it will tell you if the adset has CAMPAIGN_PAUSED or PAUSED.

EDIT: You will need to combine this field with end_time to determine whether the ad set is completed.