Open a file in the editor, delete it in Explorer and then return to TOAD.
I get:

Confirm [Yes]


Confirm [Yes]

If TOAD loses focus afterwards and regains it, this starts again.
While screenshotting I even managed to get two at the same time:

Even two messages would be too much though, any chance to detect that the file has been deleted and display a different message? Maybe something like Notepad++?
