How to get the state callback from a relay switch
Actually use a double pole switch , one side for your control and the other side for your Feedback loop (indicator) vcc to supply the feedback when turned on. This is how it is done in the real world. (but that is the switch) to know if the relay is energized a similar setup is needed - one set of contacts for the control and the other for the feedback loop (indicator)  vcc to supply the feedback when energized. 
In the real automation world these feedback connections would go to a PLC input and the PLC status for these inputs would be read by the program and / or the HMI . 

EDIT 12 13 2017

After reading various comments I thought I should add this here:

Your wiring should be different - the relay should be the only control for the device hot wire. Your switch should control the relay just as your Pi Controls the relay (you can AND this or OR the function) Pi on AND switch on = device on. Typically if someone is remotely operating a device that could be a hazard to others - it should be an AND and you should have safety feedbacks to prevent operation if a hazard is present.

A rewire of your design is below.



EDIT 12/15/2017 BOTH TYPES AND AND OR CONDITION