While there is no definite source, aside from Steam itself, there are a lot of communities out there that pride themselves on locating and keeping other users up-to-date of removed games, or simply, if there is a hint that a game is being removed.

The primary source would be the Removed Games Collectors Group on Steam Community. They are specialised in tracking potential removals and past games that were removed.

They also have a Curator which leaves reviews on games, using that feature to announce to users that games are removed, or if they will be removed soon.

They own Steam Tracker, which can scan your Steam profile to count the games you own, and how many removed items you own, even in your inventory. It uses the OpenID method to log in with your Steam profile, so there’s no worries about your data or account being stolen.

Lastly, this site also gets it data from SteamDB, which lists literally every change to any item sold on Steam, and that includes removals.