This may help.
RFC entries are in ARFCSSTATE table with ARFCRETURN entry as blank if it's nor processed.
Then you can set up monitoring of database tables in CCMS.
http://help.sap.com/saphelp_nw2004s/helpdata/en/be/f6ab3b92818b70e10000000a114084/content.htm
Essentially you can define your select condition in where clause and the alert can be sent via CCMS.
Good Luck 