Big thank you to Ka Li for sharing these resources!
In JAWS, Speech and Sound Schemes can be used to assign notes to different indentation levels, or have JAWS announce is verbally. Check out Freedom Scientific's Sound Scheme Documentation
NVDA doesn't have as much flexibility but it can read indents, line numbers and other formatting info under document formatting settings. You can access it with control-NVDA Key-d or navigate to it through NVDA menu>preferences>settings>document formatting. If you want NVDA to announce indentation, tab over to line indentation. From there, you can change it to beeps, speech, or both.