Yes, a user can disconnect on a specific website or even globally. If you try to clear SharedObject in a restricted environment, you will get an error:
Error:
However, you can request a response to the status of the flash, also see if the object was created:
status = my_sharedobject.flush();
And look if this is SharedObjectFlushStatus.PENDING or SharedObjectFlushStatus.FLUSHED .
Edit
I found an answer that could help you more than I tried:
Flex: how to determine if a user has blocked a forbidden shared object .
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