As has been reported on the Forum, the built in low-power * warning for the HP-15C Limited Edition sadly does not work, as the contents of memory get corrupted long before it comes on.
However, I noticed that towards the end of battery life, pressing and holding a key such as [Enter] causes the display to dim considerably due to the current draw. By waiting until this reduction in contrast is around half, i.e., display is distinctly grey rather than black, changing batteries around this point seems to avoid memory corruption or loss. Using this contrast change as a proxy low-battery indicator I have had no further problems.
As an aside I found that Ikea offers Lithium CR2032 batteries (under the name of Solvinden) that are cheap enough at 3.50 euros for eight to make this anticipatory battery replacement less of an issue. It is these batteries that I have been testing for the last 18 months, getting around 4 to 6 months a set with frequent use of the calculator.
Nick