Do hidden goblins still activate pressure plates? If so then setting up some kind of early warning system shouldn't be too hard. Just build some bauxite grates on the ground somewhere that default to open then have them repeated switch after something triggers the plate and tada, flashing red warning "lights".
They do, yeah. Ambushing Sand Raiders (I'm using Civ Forge) triggered my pressure plates which then triggered my above-ground cave-in trap. Unfortunately, they didn't turn visible, and if any of them got squished, they didn't show up.
On a related note, I I find that tethering kittens near the common entry points of my fort serves as a fine warning system. On top of that, it makes all of the ambushers visible.
I don't have to have them appear, just trigger the plates. I've started preparations for a basic machine that would, when someone steps on the plates, make something in the fortress, probable floor hatches, repeatedly open and close, thus letting me know when an ambush shows up. It's not without it's flaws, as the dwarves still won't suspect a thing, but it'll serve it;s purpose.
I'd do that, cause I don't care for cats, but if they manage to adopt someone before, during or after being chained up, it could make a mess. I'd consider using horses, as young horses are a major trade item for me (I have a group of breeding horses that churn out foals that I cage and sell), so I never really have a shortage, but I'd rather not have to re-chain new animals everytime something shows up.