Unfortunately it's not possible to detect the Fn key status. The Fn key is just a modifier on the keyboard that changes what scan codes get sent to the computer. Nothing is sent to the computer when the Fn key is pressed.
Is it possible to have this (TrayStatus) active when logging into Windows account? This way I can see if NumLock is active.
Explanation: I got this laptop from Dell without any lights (except Caps Lock), not even HDD activity light and when logging in I have no indication of whether Num Lock is on or off. I'm using Windows 10, and login with a PIN.
Windows doesn't allow applications to draw over top of the login screen. Sorry!
You can enable the option shown in the attached screenshot though, so that you at least get a sound effect to indicate whether it's on or off when you toggle it.