Thomas,
You'll have to do this via a MIB Extension (a script) to monitor for existence of the file - you can then use a self monitor that will trap with the desired severity based on the results of the script/MIB Extension.
While not comprehensive, there are some basic examples in the Bookshelf. If you need further details about the MIB Extension, I would recommend opening a support case, referencing this thread.
Regards,
Sean