pH Indicators for Hoffman apparatus
I've never used it for that particular experiment, but bromocresol purple has a similar transition range and a very obvious colour change. The trouble with using indicators here is that many are organic compounds and are subject to redox reactions near the potentials at which electrolysis of water is occurring, so they break down or polymerize if they reach the electrodes. Bromothymol blue is known to oxidize at below 1 V and deposit on the electrode. Bromocresol purple tends to polymerize, but it seems to be at a relatively high potential (>1.5 V), so it may fare better.

It may also be possible to limit the diffusion of the indicator to the electrode surfaces. Perhaps using an indicator trapped in polymer beads or a block of agarose gel.