212 sorry, can't remember the detail of min speeds for modes - I last flew an L2 in 2006! However, I think there is no substantial indication of a mode dropping out other than the engaged mode disappearing with perhaps a bit of amber flashery. Nothing to attract the attention if you are not looking at it.
I've always thought this was a weakness (in the 225) since with the amount of dependency on, and the reliability of the autoflight system, it would be good if the pilots were made clearly aware when a mode had dropped out for some reason. We (as in a group comprising CHC, Bond and BHL) did suggest to EC that there should be an aural warning anytime autopilot functionality was lost to the point the pilot had to take manual control, but so far that hasn't been implemented.