You could theoretically evaluate some trade variable, like the TradeProfit, and if it does not change over a certain time during market hours, assume that the trade was closed. But that would be a wobbly solution and I do not recommend it.
It is possible to let MT5 report a closed trade. But it requires more complex code than with MT4, which is one of the many reasons why all prefer MT4 over MT5. We had not implemented this because the demand did not come up yet. But I'll see if we can implement it in one of the next Zorro versions. Until then, your best solution is probably a script function that callis cancelTrade on a button click with a user panel.