No, there is no dashboard
No, there is no dashboard warning when the rear calipers freeze. On my Highlander I could sense the stopping power was diminished during hard stops. That vehicle has a system to automatically employ full braking power when it senses a panic stop. It was coming on frequently. - On the Lexus coupe I could tell that the brakes had lost some of their power and I asked my technician to specifically check for frozen calipers. He did a visual inspection of the pad thickness, drove it and called it "fine." I asked that he then remove a wheel and caliper to see if it was moving when the brakes were applied. He then found they were both frozen in back. I think the Supra frozen calipers were discovered when the car was inspected for brake wear, they were found to need pads and the tech could not move the caliper piston back to insert the new pads. That was hardest one for me. I was without the car for a week and I had to scramble to get the money to fix it.