The way I can tell is if I'm at a steady speed in whatever gear the trans is in. Really, the only time I notice I'm unlocked is when I'm going up a hill.....
Lets say I'm pulling a hill at 30 mph, so I'm in 2nd gear. I can tell if it's locked or not by giving it a bit more gas. If the rpm's instanly rise, the TC is unlocked. If there is no quick rise in rpms and you don't really gain any speed, then it is locked.
The same is true when I'm in 3rd and going around 40 mph. I can do the same thing and get the same results.
If you press too much on the gas, then that will usually trigger a downshift or you will 'feel' the TC unlock (it'll kinda feel like a downshift, but just not as intense) You will know when you have downshifted from 3rd to 2nd by the instant rise in about 1000 rpms!
When I'm in OD (4th), I have yet to feel or see any unlocking of the TC..... If I give it gas while in 4th, I will either trigger a full downshift into 3rd or I will gradually pick up speed with the rpms rising in time with the gain in speed.....
While towing, I'm almost never in 4th and it does not take much for it to downshift on it's own anyway. That's when I just lock out OD and run in 3rd. It will stay in locked third pretty much the whole time. If I encounter a hill, I have to press the gas pedal enough that it always triggers a full downshift into 2nd. I can then 'feel' and see the rpms drop some when it does lock in 2nd. I also manually pull the gear shifter into 2nd to hold that gear for as long as I'm still going up the hill. If I am gaining speed and it's in D, then it will want to shift into unlocked 3rd while still climbing the hill. I prefer to just let it hold 2nd until I get to the top.
Probably more then you wanted to know, but that's just been my experience with it..
Mitch