The recommended way to use deployment keys with GitHub is to prepare a special entry in the SSH configuration file, like this:

Host github-myproject
  User git
  Hostname github.com
  IdentityFile ~/.ssh/id_rsa_deployment_key_for_myproject

The corresponding git URL reads `github-myproject:myorganization/myproject.git`.

When using this style of configuration, and accordingly specifying the git URL to the GitHub plugin, the GitHub plugin is unable to update the build status on GitHub. If a more explicit configuration is used (specifying user and credential file in the GitHub plugin configuration section for the project), then everything works correctly.

Issue JENKINS-29827 seems related.