What about this:
one red point if the next message will be sent unencrypted
two orange points if it is end-to-end encrypted
three yellow points if it is end-to-end encrypted and the chat partner scanned my (static) qr code
four green points if I scanned my chat partner’s qr code (or later if they scanned my dynamic qr code, this is not implemented currently; @testbird’s proposal 
)
Show it somewhere atop of the screen
Or would you prefer a simple green lock/red crossed-out lock?