The relay card has 9V battery, you want it to turn on an LED when 230V that the relay contacts are switching is lost?
How about something like this?
AC from relay comes in, divide it down and rectify/filter it to a reasonable DC level, drive the base of a P-channel MOSFET.
When AC is present, MOSFET is off.
When AC is lost, Gate is pulled low, turning the MOSFET on and lighting the LED.
If not, please clarify your requirement further.
