Hello There, Thanks for getting in touch with us.
Currently there is no such option for vendors to receive mail when their order gets canceled/failed. Vendors will receive emails a new order for their products gets placed and also when admin will update the order status from the admin end.
However, do not worry. We have logged your request in our github and we will add the flow of vendor receiving emails for canceled or failed orders accordingly in our future updates. You can keep track of the progress of the same from here : https://github.com/multivendorx/MultiVendorX/issues/783.
Let us know if you need any further assistance from our end.
