Indicator with two-way switch
If you want a solution that doesn't require running any additional wires, you might consider getting a couple of 1000:1 current transformers. Run the common leg of each switch through a transformer, and put a couple of back-to-back diodes across the secondary. If one (or both) of those diodes is an LED, it will light up whenever load current is flowing in the circuit.

For example, 5 amps of load current will put 5 mA through the LED. But modern LEDs will light up quite nicely on much lower currents.