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.
I have a spare MX with the only uplink it has being cellular. Every so often I get an alert from the spare unit saying the Primary link is down (there isn't one) and it failed over to using cellular (that is all there is so...strange). I have a case open for that as well.
I get alerts only if primary goes down though in regular use cases. If I have WAN1 and WAN2, and they are both good to go, if WAN2 goes down, I won't hear a peep. It's really annoying and I wish they would give an alert option for that. Hell even switch ports with certain TAGS will alert if they go up/down. WAN2 is a critical port that should have alerting.