Currently only Hard Disk Sentinel Enterprise version can do this: it has options to alert
- when a disk added to the system (connected, inserted) and/or
- when a disk removed from the system (manually removed/disconnected or just "vanish")
Other versions do not have this feature yet. Hard Disk Sentinel Pro has log to check when a disk added/removed, please see File menu -> Drive connection/removal event log.
But I can confirm other users also asked such function, so it is possible that Hard Disk Sentinel Pro will have option to issue alert when disk(s) added/removed.