We haven't had great luck with WCF informing us when a connection has faulted, even less when it's a duplex push channel which can often be idle. As you found, the push error won't be routed through the EntityServerError handler. In theory, your callback handler will receive errors through the SubscriptionOperation.Error property, but it doesn't look as though a timeout or other communication error will make it through. We do attempt auto-retry when we are able to detect a failure though.
We'll take a look to see if there's something we can do here.