[edit: Original reply posted at same time as WhiteNoise’s]
Ok, to reply to my own request – I just locked the file using “Get Info”. Within 2 seconds (auto-save interval), Obsidian displayed a dialog with “Failed to save file …” and the location of the file. This quickly timed out and disappeared. The next time I altered the file in Obsidian, I got another warning dialog from auto-save. Also, when I manually invoked save (Save Current File), I received the warning.
If I’m correct in thinking Obsidian knew it couldn’t write to the remote file location, the manual save action would help avoid the issue (since I might miss the auto-save warning while working).