SteamDB is pretty much scraping a bunch of different stuff to get status information. It used to be possible to get the number of people connected to Steam using GetNumberOfCurrentPlayers with appid 0, but that appears not to work anymore so they're likely scraping it from the stats page. For the Steam Store/Community/WebAPI statuses, they're probably just requesting the homepage every so often and checking if it returns a successful response. CS:GO has an API endpoint you can use to get server status. For GC status, they just have bots that connect to GCs and report when they get disconnected.
Keqing reacted to Dr. McKay in Is there a way to check the Steam Services Status? [Serious post]