How do I connect an LED with floating DC voltage?
You can use an efficient LED that operates from (say) 3mA and then your series resistor would dissipate 1.5W so you could use a suitable rated resistor or resistors (rated voltage as well as power dissipation). You could consider using two (or more) resistors in series. 

To get a safe circuit you can mount the resistors and LED in close proximity to the HV supply, and use a flexible light pipe (there are others made by Bivar, VCC and Industrial Fiberoptics- with fiber lengths up to at least ~12"/300mm) to bring the light to the panel (photo from Digikey):