How to VBA catch request timeout error?

I'm using object MSXML2.ServerXMLHTTP60 send request to webservice; with this object, I can speed up data loading by asynchronous method and avoid lockups Excel screen (not responding). But, I'm still have a problem when webservice response for a long time, out of ServerXMLHTTP60 timeout setting, the request function was silently, I cannot catch timeout error. At another question, @osknows suggests using xmlhttp status = 408 to catching timeout error, but it doesn't work for me.

I've prepaired a test file, you can download at here. Open VBA source by press Atl + F8, you will see class module CXMLHTTPHandler, that I copied from this guide

    If m_xmlHttp.readyState = 4 Then
        If m_xmlHttp.Status = 200 Then
            MsgBox m_xmlHttp.responseText
        ElseIf m_xmlHttp.Status = 408 Then 'Debug never run to here?
            MsgBox "Request timeout"
        Else
         'Error happened
        End If
    End If

How to VBA catch request timeout error?

Thank for your help!