Don- As there is no light for vh on and off, is there an icon on screen that changes or appears when switched?
No.
What about on the Sd9?
I have Ketron SD90 module, which has the same user interface as SD9 but without the keyboard. Yes, when the vocal harmonizer (or Ketron calls it Voicetron) is activated, the Micro/Voicetron button's red LED is lit up. If you want to disable voice harmony, press the Micro/Voicetron button, the red LED goes away. Micro/Voicetron button is the third button from the right on the lowest row of buttons.

Thanks,
Paul
Update:
My above description was wrong. The Micro/Voicetron button has 2 functions:
1. Press the button for 2 seconds to bring up the Micro/Voicetron menu to turn on microphone and/or Voicetron.
2. Exit from the Micro/Voicetron menu, when the Micro/Voicetron button's red LED is lit, the microphone is on. There is no indicator whether the Voicetron is on or not by looking at the button. The only screen that shows the Voicetron is on or not is through the Micro/Voicetron menu. When the red LED of the Micro/Voicetron button is off, the microphone is off.