Lane Keeping Assist systems, while increasingly prevalent, often suffer from unpredictable real-world failures, largely due to their opaque, black-box nature, which limits driver anticipation and trust. To bridge the gap between automated assistance and effective human oversight, we present LKAlert, a novel supervisory alert system that leverages VLM to forecast potential LKA risk 1-3 seconds in advance. LKAlert processes dash-cam video and CAN data, integrating surrogate lane segmentation features from a parallel interpretable model as automated guiding attention. Unlike traditional binary classifiers, LKAlert issues both predictive alert and concise natural language explanation, enhancing driver situational awareness and trust. To support the development and evaluation of such systems, we introduce OpenLKA-Alert, the first benchmark dataset designed for predictive and explainable LKA failure warnings. It contains synchronized multimodal inputs and human-authored justifications across annotated temporal windows. We further contribute a generalizable methodological framework for VLM-based black-box behavior prediction, combining surrogate feature guidance with LoRA. This framework enables VLM to reason over structured visual context without altering its vision backbone, making it broadly applicable to other complex, opaque systems requiring interpretable oversight. Empirical results correctly predicts upcoming LKA failures with 69.8% accuracy and a 58.6\% F1-score. The system also generates high-quality textual explanations for drivers (71.7 ROUGE-L) and operates efficiently at approximately 2 Hz, confirming its suitability for real-time, in-vehicle use. Our findings establish LKAlert as a practical solution for enhancing the safety and usability of current ADAS and offer a scalable paradigm for applying VLMs to human-centered supervision of black-box automation.