I am using hosted VSTS and a merge service hook.

Jenkins sends the pull-request status just fine, but VSTS does not allow me to set up status policies with whitespace as statusName.

So there are two possibilities:
a) VSTS is broken and should be fixed
b) tfs-plugin does something it should not be allowed to do

Effectively right now, I am unable to use Service Hooks to enforce Jenkins Builds in VSTS Pull-Requests.