Something like this should work.
Comparators are usually slightly biased (biasing not shown - could perhaps just be drop across wiring with proper design) such that when fuses are not blown comparator outputs are high and LED not lit.
If say battery B12 blows fuse 4 then B12 voltage rises under sudden no load.
Comparator 2 in- rises above its in+ and comparator output goes LOW and lights LED D2.

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WINDOW COMPARATOR MONITORING OF BLOWN BALANCING FUSE.
Here is a conceptual window comparator system that lights an LED if a balance fuse is high or low.
I'm not convinced that this is useful - but, it may be.
I expect that being able to monitor whole string current contribution would tell you if a string was bad - but with a lot less work.
However:
CP is the common point for all 3 cells B4 B5 B6.
Say F3 blows.
CP is now the common +ve voltage of BAT4 and BAT5 but NOT BAT6.
CMP1_+ is slightly above CP due to R3/R1. If BAT6 +ve is still AT CP or below it then CMP1 output will be high.
If BAT6 output rises slightly above CP then CMP1 output will go low signalling a fault.
Similarly
CMP2_- (opposite of for CMP1) is slightly above CP due to R3/R1. If BAT6 +ve is still AT CP or ABOVE it then CMP1 output will be high.
If BAT6 output falls slightly below CP then CMP2 output will go low signalling a fault.
So, CMP1 + CMP2 form a window comparator so that if BAT6 with blown F3 remains very close to CP then no alarm is given. BUT if BAT6 Vout deviates more than very slightly from Cp an alarm will be given.
You need two comparators and 4 resistors per battery.
Comparators can be very low cost.
I've assumed an open collector output (eg ye olde LM339, LM393 etc).
BUT - is this really meeting your need? It MAY be.
If

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