Unfortunately, Lightroom (the cloud version) does not have color labels. However, if you aren't using star ratings heavily I suppose you could mark saved images with a star. Not elegant, I know, just a suggestion.
@JP Hess and @JohanElzenga thanks for your reply. Sorry for not explaining well! My point was "after exporting the photo to camera roll" adding a small check mark on that photo would help to indicate that this photo was exported already. This comes in handy when you have some photos that look alike, say long exposure with different parameters, or a wildlife burst images. the thing is, I'm not a professional photographer, therefore I try to edit my photos in my spare time.
Like Jim said, images are not 'saved', so such a checkmark would be useless. If and when you need an image outside of Lightroom, you must export it. And after you have used it for the purpose that you exported it, you can trash the exported image because next time you need a copy you can export a copy again (maybe even in a different size, because you need it in a different size now).
Images in Lightroom are not "saved". The master images are never modified but are always left in their pristine state. The only way to have an image file that contains all of the adjustments made using Lightroom is to export a copy.