There is no built-in functionality in task scheduler to notify you when a job fails. Task scheduler just starts the actions configured for the task but it has no way of knowing what those actions do and if they succeed or not. Task Scheduler does, however, log information about actions it executes - including return code - in the event log (Microsoft-Windows-TaskScheduler/Operational). That means that you can configure whatever monitoring system that you use to respond to "action completed" events, analyze event data and generate an alert when failure is detected.
This should mean that you can set up the ntevl probe to monitor this event log and report on the exit codes for the scheduled tasks.