Hello.
I don't find conversations about this. So it is can be very useful if loader will have an icon if a filter is setup for them. Like Filter inserter.

This is not moddable, is part of main game engine, ask this to Factorio developers on Modding Interface Request on forum.

It can be done via control, but there is no event on_entity_filter_changed

Thanks, I will post it on forum. If factorio teams give me some feedback I post it here.

Use control imply use UPS, I prefer don't use it for things that isn't important

PS: Thank u Kellis