RFM95 digital io to control mute on PAM8403 to get rid of hiss while receiving
No, there is no way you can use the DIO pins to indicate sleep mode. They can only be set to indicate certain events, and sleep/idle is not one of them.
However the nRESET pin is optional, and you can use the setPins() function in the LoRa library to change which pin it's connected to - and one option is to set it to -1 in which case the library ignores it (this must be run before .begin() is called) as it's only used during begin() to initially reset the LoRa module.
You could either tie nRESET HIGH (to 3.3V) to never reset it, or couple it with the reset signal of another peripheral so it gets reset at the same time - just be careful with your initialisation order in this case so you don't reset the module after configuring it...