The most common event that you will see when there are collection issues is a "data archive window exceeded" event show up in Event Monitor. Basically, this indicates that the agent has filled up it's local data cache and has been unable to send data back to the main server for storage in the database. Defining alerts directly off of events listed on the STM Health Status page is not available at this time, but definitely a good suggestion.
Your second issue seems like a bug/missed feature. Please raise a ticket.