More like, when it goes quiet...
Like Columbia, the biggest hint something was going wrong, was when it stopped transmitting. Later, backtracking and analysis showed a myriad of details of WHAT was going wrong in the minutes and seconds leading up to disaster.
It's unlikely that a black box can survive uncontrolled re-entry to Mars AND transmit from the surface (if it could be done, we'd land science package THAT way). Look at the MPL "Penetrators"...