There is no such option to email when a client is upgraded. You can set a "Client List Changed" alert
Client list change alert
Changes to the clients trigger this type of notification. The types of changes that can trigger this notification include the addition, movement, name change, or deletion of a client. Additional possibilities are that a client's Unmanaged Detector status, client mode, or hardware changed.
This could potentially help you.
If an upgrade fails, you can check the SEP_INST.log file created in %temp% directory as it will contain the info on why it failed.