I would learn towards altering the script.
For a example adding code to create a "heartbeat" file one the script complete and checks its done what it has meant to do. Get PRTG to check the age of this file, its its more than 2 hours old, it means it fail.
To expand on this (this is what i use), a code snippet that writes the absolute date and the status in CSV format. I then use and XML EXE Sensor that runs a script that turns this CSV into a XML with a relative date (ie, the age).
The XML EXE censor that reads this and can alarm on any of the channels.
Its a bit to create at first, but it can easily be added to dozens of scripts.
Let me know if it sounds useful and you want me to expand, I can post some code, but would have to clean it up first :)