There isn't a built-in way to detect this, but it can be done with a bit of work, mostly on the server side, using a BridgeMembershipListener that gets an event when a durable client disconnects. On that event the listener puts a special marker object (known by both client and server) into the region that the client is subscribed to, which also puts that object into the durable queue for the client. The client expects this marker (by registering interest in it), and checks for it when it starts: if it's there it means the durable queue is still there, otherwise it has expired.
I happen to have an example of this (attached), in which the durable client's ID is used as the key for the marker object, allowing this mechanism to be used for multiple durable clients.