A very simple implementation could use the PID block's MODE parameter, and .TARGET and .ACTUAL fields. A very basic implementation could be using a CND function block comparing the two fields:
"PID1\MODE.ACTUAL <> PID1\MODE.TARGET"

You can build a module-level alarm to read the CND block's OUT_D parameter, which will go true when there is a mode mismatch, or tie OUT_D to an ALM function block. The implementation could certainly be much more complex.

This will not cover cases where the operator initiates the mode change, but is a quick way to catch unexpected mode shedding.