Is it possible to build an app for the HoloLens that can run when another D3D app is running and that can show messages or make a noise when there is something wrong in the background app?
Thanks in advance
Yes it is possible to do this. The usual way to try and do this would be via the Universal Windows apps feature of Background Tasks.
An application can register one or more background tasks to run some code when a trigger event happens in the system - there are quite a lot of triggers available and they include a TimeTrigger.
As an example, I just made a simple 2D app which registers (on a button press) a TimeTrigger which will fire every 15 minutes. When the trigger fires, the background task asks the system to display a simple toast notification.
Toast notifications should display on HoloLens as of the latest release (search the release note here for 'notifications' to see the details).
If I run this 2D app, register the background task, close the 2D app and then wait 15m then the notification would show even if I was immersed in some other 3D app.
I guess the question for your situation will be to figure out whether the system has a suitable trigger such that you can invoke your background task at the right time when "something wrong" happens.
I hope that helps.