Unfortunately, there is no easy way to do this.
Pretty much the only way to have OUT OF AMMO trigger something is to make it a condition of a WAYPOINT action, e.g. CAP until Out of Ammo. I don't know exactly what that means...i.e. will they be out of ammo if they still have a few rounds left in the cannon??
As for triggering a flag when an AI leaves an area, there are 2 ways to do it, neither of which is that good. One is to use a WP action, so when the AI reaches a WP, the flag is triggered. This is problematic as, if the AI is getting vectored around for other duties, it may take them awhile to get around to resuming course to that WP.
Another way is to use a MOVING AREA event, but this is very tricky as you can't select a particular AI, only FRIENDLY, ENEMY or PLAYER, though you can select the object for the moving area to be relative to...and now you have the issue that if the unit gets x distance away from the relative object, he might be DEEPER in enemy territory rather than farther away!!
The regular area event can only be triggered by the PLAYER...
I may be missing some other clever ways..but I think this is about all that is available..