whether solo or not, you will know if you found a block - my miners have found blocks numerous times on other pools and I know it each time, I have also lost blocks (I think 3 times now). When reaching out to the pool operators each time, they are able to tell me why the block was lost. This is true for Slush/ViaBTC and Gos.cx (the three pools where I have lost blocks). This is irregardless of whether it is solo/pps/pplns.

While it most definitely affects your reward in solo mining, it does in pplns as well. PPS, I would say zero effect, except the pool might be changing their pps rate if they keep losing blocks.

That is my two cents.