Is there a marking or indication on the rear derailleur to know if it is a 36T Max or 33T Max version?

Yes. Going forward, all SRAM RED eTap AXS rear derailleurs are marked with MAX 36T or MAX 33T on the back of the derailleur near the B-Bolt. All SRAM RED and Force eTap AXS rear derailleurs without any MAX marking near the B-Bolt are 33T maximum cassette size.