No direct procedure to find whether central is scanning in fast mode or slow mode. When scanning mode changes from fast to slow, at the end of fast mode ,event CYBLE_EVT_TIMEOUT will trigger. you can monitor that one.
In addition to that you can read the register "BLE_BLELL_SCAN_INTERVAL" and "BLE_BLELL_SCAN_WINDOW" and see if the value matches with fast or slow modes.
When device is advertising CYB:LE_GetState() returns CYBLE_STATE_ADVERTISING. So you can tunr oN LED based on the return value of CYBLE_GetState(). If you want blink at the same rate of advertising then implement low power
and toggle the LED when API CYBLE_GetBLESSState() returns CYBLE_BLESS_STATE_EVENT_CLOSE
refer app note AN92584 for more details on low power modes
Thanks for your post! I will try it soon.