I used to have a Yale alarm, and added my own 6v LED (about £2 on ebay) to the siren box running off the internal batteries.
The load is infinitestimal, and the batteries did not run down early. I changed according to makers instrctions (was it yearly? two yearly?) and they were still going strong.
BTW I found it easier because I fitted it where I could reach it from an upstairs window, without needing a ladder.
You can also buy self-contained battery/LED kits for a few pounds, which people put into dummy boxes. I expect a skilled burgar can recognise them.
You should not use an LED or other indicator which allows an observer to determine the state of the alarm system.
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