Hi Vertika,
In this case you need another interface. ECC will trigger the proxy for response code E and you can fail the interface in PI (by maintaining the receiver determination condition). And when the interface is failed in PI then raise email alert.
another option is split the response file in PI and fail the response message in error or route to email receiver. the only concern with this approach is you have more messages in PI (for one file).
regards,
Harish