3-phase Voltage OK Indicating Lights
Connect three lamps across the phases, rather than to ground.

One lamp between phase 1 and 2, the second between 2 and 3, and the third between 3 and 1.

If a phase loses power, one of the other two phases may backfeed on it, but since it will mostly be in phase then the lamp will go out between the phase that's lost power and the phase that's backfeeding it.