I know this is a bit of a "bump", but in the PC health section BIOS I swear I have seen options that make it bleep whenever a fan fails (which works on my 770 board - not tested on CPU fan for obvious reasons though) and an option where it will shut your computer down (again, not tested on mine as mine hasnt reached the "target").
When Im next at my desktop I will post up some pretty pics of what I mean (maybe a video too if youre lucky
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