All Nodes Down Alert Message (SNMP?)

I don't see an alert or existing log message you could leverage, either.

You could create a rule that logs a custom message, then create a custom alert for it:

Example rule:

when CLIENT_ACCEPTED {
   if { [active_members myPool] < 1 } {
      log local0. "No nodes available for virtual server [virtual name] at [IP::local_addr]:[TCP::local_port]"
      reject
   }
}

I'll leave it to you to figure out the custom alert definition & mapping if you think this might work for you.

HTH

/deb