To send notification specific to your application you can create one agent which will check the status of the agents specific to your application.
use the getAgentStatus() method from the EngineAPI in an activity's Java step and run the activity periodically through an agent to check the status and send notification.
AgentUtils AgentStatus = tools.getAgentUtils();
String Status = AgentStatus.getAgentStatus("Pega-ImportExport","@baseclass pzInstallation");
if the agent is running the value of Status will be "Running", if it is stopped the value of Status will be "Stopped", if the agent got stopped due to exception or if the agentname is incorrect or if the agent is not enabled(not in the agent list seen via SMA) on the node the value of Status will be "Exception".
For your case you can check for the value "Exception".