[Autumn]

When disconnected from the server, the connection failed and connection closed text does not display in the new chat, and still displays in the old chat. Minor I know but it's gotten me a few times.

[Neus]

Unfortunately there's not really a practical solution to this, as once you're disconnected, the client can't receive commands (such as displaying messages). If you have an animated icon in the map (such as a portable mirror in the item belt), then you can see it stop animating, which clues you in.