Quoted from pinballinreno:
Yes, since there are no insert lights to keep track of locked balls what does one do?
But there are. Next time you have a ball locked, look right down in front of you and look for a lock with an insert lit in multiballs turquoise color. There is a second lock right next to it for lock 2.
Those inserts also light when mini-magician modes are ready, in the appropriate color, and there is an icon on it telling you which as well.