So do all xt bar mount 11 speed shifters come with an indicator?
Yes, all have indicator windows. Spare part required to change this not yet available, coming later in the year (probably around the same time as the Ispec-B version of the shifter, I imagine).
What about xtr shifters, do bar mount versions have indicator windows?
No, they don’t have the indicator window.
Has anyone tried this with the XT mech? I assume it should all work OK. I heard that xtr wouldn’t support the 11-42 tooth cassette but I guess thats a mech thing rather than a shifter thing
Yes, it will work OK (perfectly). XTR rear mech doesn’t officially support 42-tooth rear but will probably work fine (less than perfectly?). Nothing to do with the shifter, you can mix and match those with impunity. So XTR shifter, XT 11-42 cassette, and XT mech is probably your best option.