How to make a circuit for DMX splitter notification LEDs?
If you want to detect physical insertion of connector, then you need a XLR5 socket with mechanical switch. But, maybe, better approach would be to detect a terminating resistor between A and B data lines being present.

The presence of terminator can be seen as a current flowing in/out line drivers in the splitter, so small shunt resistor or whatever else suitable method to measure current will do.