NET_EVENT_L4_DISCONNECTED event does not arrive W5500.

Hello. I'm making an application that sends Mqqt data to a broker using the zephyr\samples\net\cloud\mqtt_azure example. 
I am using the W5500 module for internet access.
Everything works great, but I can't trace the disconnection of the cable, I don't get the NET_EVENT_L4_DISCONNECTED callback.
But the fact that there was a NET_EVENT_L4_CONNECTED connection, I see what is coming.

/* Network Management events */
#define L4_EVENT_MASK (NET_EVENT_L4_CONNECTED | NET_EVENT_L4_DISCONNECTED)

void Ethernet::networkInit(void) {

	k_work_init_delayable(&m_checkNetworkConn, checkNetworkConnection);

	net_mgmt_init_event_callback(&m_l4mgmtCb, ethernetEventHandler, L4_EVENT_MASK);
	net_mgmt_add_event_callback(&m_l4mgmtCb);

	k_thread_suspend(app_mqtt_threadID);

	appDhcpInit();
}

void Ethernet::ethernetEventHandler(struct net_mgmt_event_callback *cb, uint32_t mgmt_event, struct net_if *iface) {

	if ((mgmt_event & L4_EVENT_MASK) != mgmt_event) {
		return;
	}

	switch (mgmt_event)
	{
		case NET_EVENT_L4_CONNECTED:
			/* Wait for DHCP to be back in BOUND state */
			k_work_reschedule(&m_checkNetworkConn, K_SECONDS(3));
			break;

		case NET_EVENT_L4_DISCONNECTED:
			MqttClient::abortMqttConnection();
			k_work_cancel_delayable(&m_checkNetworkConn);
			break;

		default:
			break;
	}
}


Here is my setup config file:
CONFIG_SPI=y

CONFIG_BT=y

CONFIG_CPLUSPLUS=y

# Using networking 
CONFIG_NETWORKING=y
CONFIG_NET_L2_ETHERNET=y
CONFIG_NET_L2_ETHERNET_MGMT=y
CONFIG_ETH_W5500=y

# Enable IPv4 support
CONFIG_NET_IPV4=y

# Enable TCP support
CONFIG_NET_TCP=y

# Enable DHCPv4 support
CONFIG_NET_DHCPV4=y

# Enable MQTT Lib support
CONFIG_MQTT_LIB=y

# Network configuration
CONFIG_NET_CONFIG_AUTO_INIT=y
CONFIG_NET_CONFIG_SETTINGS=n

# Network connection manager
CONFIG_NET_CONNECTION_MANAGER=y
CONFIG_NET_MGMT=y
CONFIG_NET_MGMT_EVENT=y
CONFIG_NET_MGMT_EVENT_INFO=y

# Enable the DNS resolver
CONFIG_DNS_RESOLVER=y
# Enable additional buffers
CONFIG_DNS_RESOLVER_ADDITIONAL_BUF_CTR=1

CONFIG_INIT_STACKS=y

CONFIG_NEWLIB_LIBC=y
CONFIG_MAIN_STACK_SIZE=4096

# Enable Logging support
CONFIG_NET_LOG=y
CONFIG_LOG=y

I really need your help.
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