HP has a couple that might do. Turns out I have an HP computer but maybe they'll work on other hardware too.
The older one (sp45986, here)
puts up three icons (sorry, not user-selectable) above the tray to show num, caps and scroll lock status. The newer one (sp57445, here)
adds icons for battery status of your wireless keyboard and mouse. Neither is particularly configurable.
The older one takes up less screen space but isn't movable, and it uses a bit more memory that the newer one. I suppose I should look at the software that came with my Logitech wireless mouse & keyboard to see what they supply. Except for the battery status, all of this type of app ought to be checking the same place to find the status.