When ours flames out - usually in a high crosswind in this lovely western country we have here () it gives a LO LP flashing on the fridge, if I remember right. I think when it fails to relight after 3 tries, it shuts down and flashes the alarm assuming it is out of propane.
I think the hot water tank will flash a red light at the switch if it fails to light.
No idea what the furnace will say, I haven't tried it yet.
You're lucky, my furnace doesn't talk! Sorry, I couldn't resist.
Fulltimers? Loving our 2012 36RL towed by 2016 Ram 3500 DRW Longhorn Crew cab with auto level system.