how to get a callback when build was canceled?

Use this BuildHandler class:

 using System;
 using UnityEditor;
 using UnityEngine;
 
 /// <summary>
 /// Handler for Builds.
 /// <para>
 /// Use <see cref="OnBuildStarted"/> and/or <see cref="OnBuildCleanup"/>
 /// to execute code during the build process.
 /// </para>
 /// <para>Class created using https://stackoverflow.com/a/68650717</para>
 /// </summary>
 [InitializeOnLoad]
 public class BuildHandler
 {
     /// <summary>
     /// Action fired when the build process starts.
     /// </summary>
     public static event Action OnBuildStarted;
 
     /// <summary>
     /// Action fired when the build process ends, even though the build is canceled.
     /// </summary>
     public static event Action OnBuildCleanup;
 
     static BuildHandler () => BuildPlayerWindow.RegisterBuildPlayerHandler(HandleBuildPlayer);
 
     static void HandleBuildPlayer (BuildPlayerOptions buildOptions)
     {
         try
         {
             OnBuildStarted?.Invoke();
             // Start Unity's default building process.
             BuildPlayerWindow.DefaultBuildMethods.BuildPlayer(buildOptions);
         }
         catch (Exception ex)
         {
             Exception log = ex.InnerException ?? ex;
             Debug.LogException(log);
             Debug.LogErrorFormat("{0} in BuildHandler: '{1}'", log.GetType().Name, ex.Message);
         }
         finally
         {
             OnBuildCleanup?.Invoke();
         }
     }
 }
 

Now you have to use the actions OnBuildStarted or OnBuildCleanup.
Here is an example:

 using UnityEditor;
 using UnityEngine;
 
 [InitializeOnLoad]
 public class SomeBuildProcess
 {
     static SomeBuildProcess ()
     {
         BuildHandler.OnBuildStarted += HandleBuildStarted;
         BuildHandler.OnBuildCleanup += HandleBuildCleanup;
     }
 
     ~SomeBuildProcess ()
     {
         BuildHandler.OnBuildStarted -= HandleBuildStarted;
         BuildHandler.OnBuildCleanup -= HandleBuildStarted;
     }
 
     static void HandleBuildStarted ()
     {
         Debug.Log("HandleBuildStarted");
     }
 
     static void HandleBuildCleanup ()
     {
         Debug.Log("HandleBuildCleanup");
     }   
 }
 

Credits for the BuildHandler class: https://stackoverflow.com/a/68650717