Create circuit with triggered light and simultaneous output to computer
Figure 1. Industry standard solution. Source: http://Rakuten.com.

You could consider making a clapboard and this may be of use synchronising the audio too. For the data connection you can add a switch or make one by pinning stranded wire to the moving and fixed halves of the clapboard so that the circuit is closed when the board is closed.

If you really want a light then add a second switch contact.