There is a warning light BUT as the mechanical brakes are only used primarily at less than about 10 mph, unless high g stopping, I would be amazed that the pads are worn. Quite common on carbon to have noises.
Europe is the same. Parking lights - four white DRLs
Indicator with side lights (parking lights) on - four white DRLs extinguish and become 4 amber indicators - no white light at all - until signal is cancelled.