WORKAROUND
Reduce the network timeout setting in the Agent Status Properties to reduce the number of seconds before the failed network connection ends the collection run. This however could have negative effects on the running of other collections if there are network performance issues.
STATUS
This is by design because when a server is no longer available, all of the database agent collections will begin to fail. The user should begin encountering numerous collection status errors. Reducing the network timeout settings to an very low setting would permit the alarms to fire sooner by in turn could have negative effects on the success of other queries completing if there network performance issues.