There are no visible errors when a dump fails to generate currently. They should be implemented to ensure users can easily report issues. A dump may fail to generate for several reasons one apparently being content model unavailability (usually caused as a result of disabling extensions, see T6821, for example). Someone should look into this along with T6699.
Not easy, because it's a job, but I do plan to give errors via echo notifications on datadump whether it fails or successfully generated I plan to send a notification to the actor who initiated dump creation, but maybe we can do approximate immediate errors on page through detection if it's likely to fail or not.