How to capture this message "Connection Interrupted"

I'd suggest it would be easier to create a custom TCP Profile with a low idle timeout and assign it to the Virtual Server: Protocol Profile (Server). This will maintain the default timeout of 300s on the client side (assuming a standard VS and the default tcp profile) but allow you to reduce the server side idle timeout, without causing errors on the client.

 

 

If a high number of server side connections is the root of your requirement you might find OneConnect would be useful too.