Profile tag report provides good details around https://community.tealiumiq.com/t5/iQ-Tag-Management/Tag-Reporting/ta-p/14437#M329 loading stats of the tags.
But is there a report that can tell us if the Tealium tag was blocked by the user browser? Because that would be a good stat to know.
The only way you'd be able to do that is by adding event handlers to the Tealium script reference itself, and then using those to detect whether the script was correctly loaded and if not send that information somewhere (keeping in mind that anybody blocking Tealium is likely to be using a fairly strict ad blocker which would prevent most normal data collection endpoints associated with web analytics).
There's nothing Tealium can do to detect that blocking because they never receive the network request in the first place.