The IE 'error on page' warning is a GUI element, so you should be able to check for it via the white api. Locate the IE status bar, query it for the status message, and if the message == 'error on page', then log an error in your test. Sample code below for inspecting the text on the status bar.
app = Application.Attach(Process.GetProcessesByName('iexplore')[0])
win = app.GetWindows()[0]
statusBar = win.Get(SearchCriteria.ByAutomationId('StatusBar'))
for item in statusBar.Items:
print item.Id, String.Format("'{0}'", item.Text)
output
StatusBar.Pane0 'Done'
StatusBar.Pane1 ''
StatusBar.Pane2 ''
StatusBar.Pane3 ''
StatusBar.Pane4 ''
StatusBar.Pane5 ''
StatusBar.Pane6 ''
StatusBar.Pane7 'Internet'