Or maybe there is some way to get the error status code when QWebEnginePage emits loadFinished(false)?
Good question! Does https://stackoverflow.com/questions/40309105/capture-server-response-with-qwebengineview give you any help/leads for getting at the status code? It's useful reading anyway.
EDIT Hmm, https://stackoverflow.com/questions/51656117/how-to-get-http-status-codes-from-qt-qwebengineview talks about trying QWebEngineUrlRequestInterceptor but I think no luck. Again you should read because it looks like others are having same problem as you getting at the HTTP code. And http://code.qt.io/cgit/qt/qtwebengine.git/tree/src/webenginewidgets/api/qwebenginepage.cpp#n367 might be useful.