Nope, there's no way to know when passwordless logins have expired via webhook.
You have a couple of options:
You can create a github issue specifying your use case. I'm not sure how quickly this feature would be implemented, however, as this is the first request I've seen.
You could note when you send the passwordless login on the user object (in user.data) and build a query that shows all the users with expired passwordless logins. You can know when you sent it and how long it is good for by querying the tenant settings, which gives you the time it expires.
You could note when you send the passwordless login in some other external database and process it there.