Our engineers confirmed the behaviour, we also noticed few other events also not fire. We are not sure what cause this events not to fire, potentially a low level component integration.

Given OnProgressChange events work, you can use the following workaround to determine page loaded successfully.

Note:
– Utilities.IHTMLDocumentFromViewHandle: See Formativ Language Guide for more information. This method return an instance of the IHTMLDocument2 interface obtained from the window.
– IHTMLDocument2 : http://msdn.microsoft.com/en-us/library/aa752574(VS.85).aspx
– Debugging Applet: http://www.advansyscorp.com/forums/topic/9151084651/

  
dim gURLPrecossed

Sub Main(Client, GWEvent)

  gURLPrecossed = false
  Maindlg.embeddedWB.navigate("www.advansyscorp.com")
  Maindlg.ShowModal

End Sub


Sub embeddedWBProgressChange(Sender, Progress, ProgressMax)

  utilities.trace("-> embeddedWBProgressChange gURLPrecossed: " & gURLPrecossed)

  utilities.doevents

  ' Event can fired more then once, we will skip if gURLPrecossed global variable
  ' is TRUE. Set gURLPrecossed to FALSE on loading page (i.e. Navigate() method).
  if (not gURLPrecossed) then

    ' Skip if engaged in a navigation or downloading operation.
    if (Maindlg.embeddedWB.Busy) then
      utilities.trace("-> embeddedWBProgressChange embeddedWB.Busy")
      exit sub
    end if

    dim oDocument

    if Utilities.IHTMLDocumentFromViewHandle(Maindlg.Handle, oDocument) = 0 then
      utilities.trace("-> embeddedWBProgressChange oDodument.title: " & oDocument.title)
      if ((Instr(1, oDocument.title, "http 404 not found", vbTextCompare) > 0) or (Instr(1, oDocument.title, "cannot find server", vbTextCompare) > 0)) then
        utilities.trace("-> embeddedWBProgressChange 'Page not found'")
      else
        utilities.trace("-> embeddedWBProgressChange Page loaded")
      end if
      gURLPrecossed = true
    else
        utilities.trace("-> embeddedWBProgressChange 'No handle'")
    end if

    set oDocument = nothing
  end if

  utilities.trace("<- embeddedWBProgressChange")

End Sub

Hope this helps.

Regards,
Advansys Support