I believe there is a problem with the Shopify Orders API financial_status query parameter or there is something I do not understand.
I am able to filter our store's orders using the https://<storename>.myshopify.com/admin interface using the "Payment Status" filter and the "Refunded" value.
When using the following REST API url "https://<storename>.myshopify.com/admin/api/2020-04/orders.json?financial_status=refunded" no results are returned and a 200 OK HTTP Status is received.
A similar query "https://<storename>.myshopify.com/admin/api/2020-04/orders.json?status=any" returns results.
Is anybody able to provide any advice here?