I have put in a feature request for exactly that item. As far as I know there is no way to know when the secondary WAN link goes down.
There other issue is the ability to know when the Secondary Link is acting as the active link.
We use cellular extenders on the MX65W to plug into the Secondary WAN port, our odd work around has been to monitor the traffic on WAN2 via SNMP and if it exceeds a threshold we have a notification sent from our SNMP Collector. I know a long way to get to a solution but it seems to work.
THanks