Electrically detecting a not connected input
Depending on the impedance of the source and how much you are allowed to load it, you might be able to do something like have the receiving device inject its own time varying signal into its own input through a very large series resistance.  

If it sees a corresponding variation in the measurement, then it knows that the source impedance is also high; likely because nothing is connected.

This will mostly easily be done with a system that includes an MCU or is able to run software.  But you can easily add one.  A 34-cent (in quantity 1) ATtiny10 has an ADC and is available in a SOT23-6 package.  Pay the distributor a little more to pre-program it with your code, give it a resistive divider for the input range and a a large output resistor for injection and you should have a solution.

And it is only possible where slight "back contamination" of the source is acceptable, ie, you wouldn't want to do it to a source also feeding other sensitive gear.