In java you can use the Browsermob-Proxy http://bmp.lightbody.net/ which integrates nicely with selenium. What it does, it intercepts all the communication and you can get the statuscode with it. You can try to find a python proxy so you can do the same.
The selenium API won't give you statuscodes. That was a "political" decision some years ago.
On StackOverflow some people suggest sending another request with another tool to check the statuscode. Depending on your usecase that could be enough for you.