Jira does not have a built-in feature to directly alert users about unmapped statuses on a board. 

Currently, one possible approach would be performing manual checks. That is, periodically review your board configuration (via Board Settings > Columns) to ensure all statuses are mapped.

It would be helpful to be alerted that a certain board contains unmapped statuses.

There was a previous similar suggestion for Jira Data Center:

• JSWSERVER-5765: Add alert for unmapped statuses which could be hiding issues