Hy Rorut,
Here is the latest cut of circuit fitted with a red LED which illuminates when the battery stack voltage is above the cutoff voltage. Instead of the LED coming on when the the circuit cuts off I have implemented the reverse which is simpler to do and arguably better because it drains a low battery stack less. If that does not suit you, let me know and I will work out the opposite sense. You could also change the LED color, although a red LED will be the brightest for a given current.
The LED forward current is set to around 470uA which means that the circuit, when switched on, will now take 470uA rather than 3uA. When the circuit turns off the current will still be 4uA though. If the LED is not bright enough lower the value of R7: 10K will increase the LED current to 990uA, which should be fairly bright. 4K7 will correspond to 2.1mA which will be very bright. You could also experiment with lowering the LED current by increasing the value of R7. The formula for deriving the LED current is 9.9V/R7.
R8 prevents the LED from illuminating slightly due to any PMOSFET drain source leakage current.
Note that the eye's response to light is logarithmic, so the perceived LED light intensity will not vary as much as you might imagine. The LED current versus light output is also non linear.
spec
TLLK4401 Red LED Data Sheet
https://www.vishay.com/docs/83343/tlle4401.pdf
Vishay Low Current LED Range
https://www.vishay.com/leds/low-current/