By default, the LED indicator turns on when the switch is off and it turns off when the switch is on. 

First thing's first: try manually activating the LED indicator mode. Here's how to do that. This is a new feature of S2 switches, manually changing the LED mode without go through advanced settings, so it's possible that the indicator was disabled accidentally during set up or use. 

But if your Z-Wave hub allows access to advanced settings and parameter input, you can check and change the LED indicator mode via your hub's app:

If you're working with SmartThings, you'll have to install a custom device handler to enable full access to the switch's advanced settings. Once the handler is installed, here's how to enable the LED:

1. Click on the On/Off Switch in your Classic app (as of October 2018, the new SmartThings app doesn't offer access to any advanced settings)
2. Tap the gear icon in the top right corner to access advanced settings
3. Change the setting to enable the LED indicator when the switch is on or off

If you're a Vera user, here's how to adjust the LED parameter settings in your Vera interface: 

1. Open your Vera online interface
2. Click on the ZEN26 On/Off Switch
3. Go to Device Options
4. Click on "Add configuration settings"
5. Put in the following:
-  0 – LED indicator is on when switch is off, LED indicator is off when switch is on (default); 1 – LED indicator is on when switch is on, LED indicator is off when switch is off; 2 – LED indicator is always OFF; 3 – LED indicator is always ON
6. Click on Save Changes

But if none of the above helped, let us know! We're always happy to help.