Three-way AC switch indicator without adding a wire
Edit: Since you have a neutral available, the solution to this is trivial. You need to use a 3-way switch with illuminated ON pilot light, like this Leviton model.



Original answer:

You could try to hook up a current transformer to an LED. It doesn't take much energy to make an LED glow if you can get the voltage above \$V_f\$:







simulate this circuit &ndash; Schematic created using CircuitLab

Note: I have never tried this. It should be taken as a circuit idea ONLY and should not be tried without knowledge of working with line voltages and adjusting the values of the components based on the load amperage and transformer ratio.