There should be an option where your pieces in danger light up.
A lot of pieces would light up, then. That's also kinda cheating, I think.
I remember seeing in older chess programs, like chess titans, I think, that when your opponent made their move, any pieces of your own that were then being attacked by the piece your opponent moved, it drew a little square around that piece, or something.
I don't think this is a good idea for Lichess, especially in rated games.
It would effectively mean implementing the cheat in the game. That's not going to work.
