The most reliable indicator of whether the war is going in your favour in the end should be your own judgment. Game information on casualties, equipment lost, victory points held etc doesn't indicate too much without a context which is your progress in realizing your own objectives. Your war plan should include these based on how do you expect the war to develop and what do you need to accomplish at its multiple stages (like securing certain resources, areas, new allies, neutralizing certain force concentrations). This will come with time and experience but in the end is a must have feeling in sand box games like HOI. Set up your own strategy and objectives. Review the progress constantly and adjust these to the situation. Temporary excessive loses of territory/manpower/other resources sometimes can be a part of broader plan.
Information on the likelihood of surrender of war participants can be seen below their flags in the war overview - the one with big blue/red bar in the upper middle of the dialogue box.
