How can I make a new test version status "Draft" initially?

It's a good point of debate.  Unfortunately there's no way to set what the default status is when a test case/version is created.  You could contact SmartBear and suggest it's a bug and see what they say - that might get a fix in the roadmap earlier than the alternative which is to post it as an idea on the roadmap portal.

As to workarounds I realise it's not a great solution, but here are some options in cases where someone has forgotten to change the status to Draft:

- Sort by version number descending and multi-select what you think are issues*

- Sort by Created Date field descending and multi-select what you think are issues*

- Filter for test cases on a specific date and multi-select what you think are issues*

* Then, with the issues selected go to the More menu > Edit in Bulk > and change the Status