Easy to use multi-state visual indicator for Agile Work mode

As a team member
I want an easy (one or two click) way to mark an issue as Blocked / At Risk / Going Back on our board
So I can quickly communicate a precise status to our team.

On our physical board we used to use a sticky to indicate a story was blocked, turn it to an angle to indicate "at risk", and turn it upside down to indicate it would not be completed. We are currently using the Flag to indicate that one of those 3 is the case. It would be great to be able to flag stories with more detail (different colors / type of flag, one click for a label, etc.).