Foi explicitamente abordado na página 219 do PHB2 (e no Compêndio de Regras página 98):
Failed Saving Throw: Sometimes an effect changes as a target fails saving throws against it. The new effect, specified in a “First Failed Saving Throw” or a “Second Failed Saving Throw” entry, takes effect after the target fails a saving throw against the previous effect at the end of the target’s turn. The effect doesn’t change if the creature fails a saving throw against it at a time other than the end of its turn.