Add a pending MR label to branches with a pending MR.
So currently you have a Merged label added to your branches when they are merged. Would it be possible to have a label stating that you have a MR pending on this branch. When possible, the label would contain a link to the MR page.
If you do several MR from you branch, you'd had one label per MR.
That would make clearer to the user what branches are currently in a MR process.