Second solution. This time based on bluetooth.

Download Bluetooth Proximity Tasker. Sorry mate, but it's $2.99.

Run any AppleScript when a paired bluetooth device goes in and out of range. Adjust the range using signal strength.

Select your BT device and paste this script on In Range Applescript:

tell application "System Events"
    tell process "Messages"
        tell menu bar 1
            tell menu bar item "Messages"
                tell menu "Messages"
                    tell menu item "My Status"
                        tell menu "My Status"
                                click menu item "Available"
                            end if
                        end tell
                    end tell
                end tell
             end tell
        end tell
    end tell
end tell

Replace Available with Away in the script and paste on Out Of Range Applescript.

Second solution. This time based on bluetooth.

Download Bluetooth Proximity Tasker. Sorry mate, but it's $2.99.

Run any AppleScript when a paired bluetooth device goes in and out of range. Adjust the range using signal strength.

Select your BT device and paste this script on In Range Applescript:

tell application "System Events"
    tell process "Messages"
        tell menu bar 1
            tell menu bar item "Messages"
                tell menu "Messages"
                    tell menu item "My Status"
                        tell menu "My Status"
                                click menu item "Available"
                        end tell
                    end tell
                end tell
             end tell
        end tell
    end tell
end tell

Replace Available with Away in the script and paste on Out Of Range Applescript.