I have used the Webservice for Nintex Workfolow to move the attachment to another library, once completed, the file has successfully moved but workfolow cannot switch to complete but the status is still in progress.
When you say the workflow cannot switch to complete, what do you mean? Try adding a log to history action before and after and see if it's actually getting past the web service call or executing and then hanging there.
Can you export your workflow and share it?
This means that the Outcome Status of Workfollow does not change from pending to completed, even though the workfolow is complete.