A pledge is created independent of payment. There are currently no webhooks that notify when a payment has been successfully processed. Some creators may have charge upfront enabled for their campaign but that’s a beta feature used only be some creators so you cannot depend on that – and even for creators with it enabled, that’s only going to inform you that there’s been a first payment, not subsequent payments.
A pledge is considered updated when the pledge itself is changed by the user, i.e: the patron increases or decreases their amount, or opts for a different reward. A pledge is not considered updated when payment statuses change, you will not received webhooks about payment statuses.
A pledge is not deleted when payment fails. Patreon will try to charge their card again a few times, and prompt the user to update their card if it continues to fail. As far as I know, a pledge is only deleted after this process has yielded no valid card over time.
If you’re trying to determine how the Patreon system works, and how you (as a developer) can determine payment status, I recommend these 2 threads as they contain lots of helpful information from the dev team:
And if you’re looking for a PHP library that implements this information and provides helpful methods for determining payment status, you can check out my Patreon PHP library to save you reinventing the wheel