Wall wart plus relay. Style of notification depends on what terminals the relay has. Even simpler, get something that indicates POWER when 12 volts is present and indicates POWER LOSS when 12 volts is not present. Use a 12 volt wall wart for the voltage source.
A good answer is easier with a clear question giving the make and model of everything. "The biggest problem in communication is the illusion that it has taken place." -- G. “Bernie” Shaw