So there isn't yet an official way to do either query failed connections, or be notified of them.
But if you run multichaind with the parameter -debug=net you'll see lines like this in debug.log:
2018-09-30 12:08:19 mchn: Connection from 1CAnRYfXpTUKtHe45d9NonmSjnqvLeRdQD7MuH received on peer=1 in verackack (188.8.131.52:58444)
2018-09-30 12:08:19 mchn: Permission denied for address 1CAnRYfXpTUKtHe45d9NonmSjnqvLeRdQD7MuH received from peer=1
Perhaps as an interim measure you can roll something which looks for these in recent lines of debug.log?