Unless a publisher notifies it, theres no way of knowing when a game is being delisted. The only way to know is to visit sites with forums about steam or pc gaming (like here).
Anyway, unless you are a collector you shouldnt think to hard about this, games only get removed when they have licensed content (songs, brands, actors, etc) or when a new version is released to replace the current one, so as long as you keep track of those games or even better, buy them at the first chance of a sale, you should be fine.
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You can follow this curator https://store.steampowered.com/curator/31857481-Games-at-risk-of-removal/
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Additionally to the curator mentioned by Orionid, there is this group: https://steamcommunity.com/groups/RemGC. You can only join if you already own a specific amount of delisted/purchase disabled games, but there is a public forum. The group also has a Discord server.
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There is a sg thread for things like this which you can bookmark.
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Is there such a way or option? Is there anyone tracking this? Or is it all unknown until it happens?
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