I'm also very interested in being able to configure Failure Options for Scheduled workflows. We are trialing Azkaban for some of our Data Science workflows, but these need to run on a scheduled basis and we need to be able to source control all of the configuration.
At the moment, it seems like schedules need to be manually setup, and worse, they have several settings (including failureAction) for which the defaults are completely wrong for our needs (meaning we have to document a series of manual steps to setup).
Thanks,
Matthew Gwynne