On the Echo at least, there's an option to have the device make a thump-type sound when it's activated. There's also a light ring that activates out of the box and shows where it believes the audio is coming from.
Maybe, but if it can't handle that, it's kinda pointless to try to detect direction - all the places in my house where I'd be likely to want to place it are <0.5m from a wall or less; I'm certainly not going to place them in the middle of a room.
