Right now, when initializing Intercept with a faulty intercept.dll or no such file at all, there is no clear notification pointing to the cause of Intercept not working.
Add a small sanity check prior to initializing intercept. boot.sqf would be the best place, i guess. Call Intercept with the echo function and see if it returns the expected value prior to doing any other operation.
On failure, print an error to the logs and show a message to the user, if possible.
Sure, this is going to happen very seldom, but that is no reason for not having error handling at all.