Jagged
This will create a "status bar" of sorts on the bottom of the screen. The active window (for split terms) will have "<<Active Window>>" on the status bar. Replace that with any marker of your choosing. The current screen window number will be a yellow FG on a dark grey BG. A bar progresses across the status bar as you switch between windows.
shell zsh
caption always "%?%{+b kw}%-Lw%?%{yK}%n*%f %t%?(%u)%?%?%{wk}%+Lw%? %?%F%{+bi yK}<<Active Window>>%? %{gk}%=%c %{yk}%d/%M/%Y"