I am guessing youre running on a Windows platform, so first thought was find a utility that will let you send a trap inside your bat file. I did a search and one I found was: http://www.wtcs.org/informant/free_snmp_tools.htm - I've not tried it but that would just require you add the utility and add a line to send the trap.
This might be a bit complicated, but you might look at having your bat connect to the NA proxy and run a command script and the script would fail and that failure would be able to be picked up by the Event Notification & Response rule.
Again, if you're Windows, you can do Powershell scripts (some work required) but that might be an easy change to get your bat file into Powershell and then you have a script from the start, but again, I've not really used this. Just read about it.
Both would require some working on to get the event message to be meaningful, but as far as I can tell, that's the only option I could find....but maybe we're both missing something?
I would think of adding as a workaround an Event Notification & Response Rule of TASK Completed to send a snmptrap, scheduled the rule to get active at the hours that the task is supposed to end, in that way the $EventText$ variable will have the details if completed or failed. Please refer the screenshot attached.
Besides, if you want to open a support case for it, will be great due to this qualifies as an ER to me.
Have a nice day,