We currently log ResourceLoader exceptions to the debug log server-side.
They're also sent to the client-side wrapped in a block comment prepended to the load.php response. However those aren't very discoverable (digging through network resources to find it). The server-side log is more discoverable but front-end developers may not be used to looking there.
If the response type is JS instead of CSS, let's also send it to the browser console.
The most common issue is a missing file (when making a typo or moving directories, or having files eaten by a virus scanner), so let's make sure at least that kind of exception is logged through this system.