It’s actually logged to Windows > Log which is automatically shown if the option wasn’t disabled.
Yes – apologies for not realising that this only happens when the captured format isn’t what was asked for. I find that a bit cryptic, but I think your answer will always be Read The Fine Log, so I’ll live with that 
Turn on notifications for DT. The notification will tell you if it saved a bookmark or the desired format. If a bookmark, I immediately re-clip.
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Another vote in favor of a longer wait or an error message in favor for reliability in getting a PDF and not a bookmark.
In my case the issue had been triggered by Substack post pages, and always resolves on second clipping, a minute later.
How fast and reliable is your network? The timeout is actually 60 seconds since the last time data was received. But of course this might be also caused by the remote side, e.g. dropped connections.