'Held' status cannot be set through an import, but it can be set by SOAP API. Doing so results in the All Subscriber UI showing them as Held but with "Total Bounces: None".
Example:
<Body>
<UpdateRequest xmlns="http://exacttarget.com/wsdl/partnerAPI">
<Options/>
<Objects xsi:type="Subscriber">
<SubscriberKey>12345</SubscriberKey>
<Status>Held</Status>
</Objects>
</UpdateRequest>
</Body>
Response:
<Body>
<UpdateResponse xmlns="http://exacttarget.com/wsdl/partnerAPI">
<Results>
<StatusCode>OK</StatusCode>
<StatusMessage>Updated Subscriber.</StatusMessage>
<OrdinalID>0</OrdinalID>
<Object xsi:type="Subscriber">
<PartnerKey xsi:nil="true" />
<ID>246424929</ID>
<ObjectID xsi:nil="true" />
<EmailAddress>[email protected]</EmailAddress>
<SubscriberKey>12345</SubscriberKey>
<Status>Held</Status>
</Object>
</Results>
<RequestID>600e51b0-e40d-4818-973c-6ffde31dcba2</RequestID>
<OverallStatus>OK</OverallStatus>
</UpdateResponse>
</Body>