How can I check if a SafeGuard Stop has occured?

You are right about that Mike.
Either you need to check the RTDE server (old or new version) or you can use the modbus server if your gripper can be connected to that (https://www.universal-robots.com/how-tos-and-faqs/how-to/ur-how-tos/modbus-server-16377/).

I some time ago requested that they put it as a safe electrical signal just like Emg. Stop (Safeguard Stopped as Electrical Output).
If you could use that to stop the robot please take the time to upvote the feature - I think it is a largely underrated feature when it comes to making the UR a safe collaborative robot which is connected to other HW components.

br
Lukas