There are no new events for HLS. All the normal events that occur during MP4 playback occur during HLS. There is no special event to indicate a segment change.
Also you should be aware that currently playback of mixed content in an HLS stream will work only if the timestamps in the stream (the PTS values) increment seamlessly across all the pieces of content. You can't, for example, concatenate two streams that both start at PTS zero because the jump back down to zero at the boundary will confuse the decoder and probably produce A/V sync problems and other issues.