> Federation endpoint is just another scrapping target - in case of network 
failure (or any other failure) I will get an alert that federation endpoint 
is down

This is true.  However the flip side is that remote_write buffers metrics 
while the network is down, whereas federation will not back-fill any 
historical data when the network comes back up.

You can alert on a remote_write endpoint going away, as described here:
https://groups.google.com/g/prometheus-users/c/ur9Tu1kRu6w/m/Q81qPxqQAAAJ

I think you can make a generic alert against loss of *any* remote write 
sender - something like this (untested):
*up{prometheus_agent="true"} offset 1h unless up*

(i.e. "alert if the given metric/timeseries was present one hour ago but 
isn't present now")

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