Have you enabled the "Show Status in Menu Bar" preference in Keychain Access? That'll display a locked icon when all keychains are locked and an opened lock icon when any keychains are unlocked. Clicking the icon displays a menu showing which keychains are (un)locked, plus Lock Screen, Open Security Preferences
, and Open Keychain Access
One wish for I have for keychains is that the unlock dialog that applications can trigger would specify more...