SQL Monitor should notify you for all jobs which had run_status of anything other than 1.
The only issue I can think of is that we had a bug with job failure alert pre v3.4 release where it wouldn't notify of some job failures. The description of the bug can be found in release notes
against bug number SRP-8159.
If you are experiencing this issue in v3.4 or later then I would suggested to raise a support request at firstname.lastname@example.org
so that we could investigate it.