Backup power supply with led
Use a PNP - -e.g. 2N3906; connect emitter via a 1N4148 (or any other) diode to +9V; connect base via ~ 10k to +12V. Connect the collector via a R (e.g. 10k) suitable for LED brightness to the LED to GND.

When the 12 V falls below 9V-2*0.7, the PNP will will turn on and light the LED.

The 1N4148 is to protect the E-B junction of the PNP if 12 V is present and 9 V not. If you are still concerned, you can add > 1Mohm in parallel with the E-B junction also.