I've had warning of a coming engine failure in both piston (R22) and turbine (206Land S76) machines.
In the R22 I was in cruise and the engine tone changed suddenly. No change to the flight characteristics but the MAP dipped a little. I was 10 minutes from base and came in and landed. Told the engineer what I had experienced and he checked it out, turns out a head gasket developed a small crack and was leaking pressure which explained the change in noise. It would have flown quite a bit more before failing completely but still, it gave ample warning.
In the 206 it was different. The engine had just had the 1st stage replaced the day before. Took her for a test flight and it passed the power check no problem. A few flights later that day I noticed an odd high pitch noise coming from the 1st stage as it spooled down. I can only liken it to a singing noise. This would then be followed by a sudden grinding stop. Yikes!! I called the engineer and told him what I heard as best I could. He told me to run it at 100% for 5 minutes and shut down and see if it repeated the noise. I did, and it did. When I called and told him his reply was a volley of profanity and curses at the machine (not me) and he said "Do not so much as even hit the starter on it again.... it's f**ked." He arrives hours later with a new 1st stage section and replaced the other "new" one and all was good. A month later when the report came back from the overhaul shop they claimed it to be faulty from the manufacturer. The chief engineer claimed I had between 5 minutes and 5 hours at 100% before the 1st stage would have seized and pretty much imploded the rest of the engine downwind of it. Yay!
In the S76 at cruise I've encountered sever compressor stalling in one engine. Diverted to a runway a few minutes away (thank God!!!) and did a run on landing without further issue. Again, the engine was within an hour of eating itself as the FCU decided to crap out. Joy.
All in all, any engine will almost always tell you it's sick. The trick is learning how to listen to it
