[Njord]

Then,

As i read, treg locks the differential automatically when it needs, if the selection knob is on "Auto".

Is there any sign or warning that shows the diff has been locked during driving? (In Auto mode)

How can i understand it? Any clues?

As I understood in auto mode the diff is not (necessarily) locked completely, just to some extent. And this is a versatile process. So many contributing factors: RPMs, speed, steering wheel position, gas pedal position, etc. I believe you'll notice nothing.

Avoid locking diff when driving on normal roads, when any wheel already slipping, while your treg being towed. Lock diffs with gears selector in Neutral position and while making speed of less then 15 km/h.