How's this?
Adding a Status bar is easy. Getting it to display at the right time will be much, much more difficult, so we should be sure we want this. FWIW, I still prefer simply deactivating auto-replay; if players want the replay features, it should be a conscious choice. To that end, here's another possible solution:
This is the very least we could do: there's potential to expand the Welcome screen to add much more information about NeoLemmix. As it's the first thing new players see, we should aim to provide as much as we can here. It's possible to add graphics and stuff to jazz it up a bit and make it more engaging.
We could even add stuff about the replay features on here, and a checkbox to make sure the user has read it (they could still check without reading, sure, but... well, that's on them!). Until it's checked, the Welcome screen shows every time NL is loaded. The replay features are probably the only truly problematic thing for new players; it's worth giving them every chance to get clued up from the beginning. We most likely wouldn't need to do this for any other feature.