Webhook on failed workflows

I just cannot seem to find a way to trigger a webhook on a failed github workflow.
I don’t see it in the “normal” repo webhooks setting, and
I don’t see how I could add this to a workflow either (as this would require the equivalent of a finally)

Is there a way that I have missed?

Really? Nothing?
Is it really that uncommon to get a custom notification for a fail CI run?