Do you mean, have the caps lock key on the keyboard slowly blink as long as numlock is on? You could certainly do that.
Do you happen to have an RGB keyboard? Changing the cap lock key color would another idea. Or the top right key closest to your numpad (presuming it’s on the right).
Keyboard to keyboard communication is possible with a little trick using the indicators. I use it on my mouse, learned of it from an old alternative firmware I found created by Ploopy Co. There is also an example of it from a community member here. I could find links when at my PC.
~edit~
The one I’ve used is based on Ploopyco’s LED-Key BitMasks (lkbm).
Here’s another implementation based on lkbm.
And the FWL16 altsync firmware by a community member, which looked to be based on nano_dualhand.
Using scroll-lock is also possible, as I do that on my mouse. There is also a kana indicator which should be a possibility but I had trouble getting that to work & I didn’t really have a need for it so I didn’t bother.