Look to the title of the window, or the title of the tab if you are using several tabs:
That won't be enough for me to avoid making mistakes 😁 – Benjamin
I was thinking about something like the window changing color somewhere. Don't even know if that's technically possible, though. – Benjamin
Assuming a worst case when you are unable to change remote's prompt, edit you mac's terminal prompt in order to make most clear if the terminal is at a client of a Mac of yours.
If you use Tmux, configure non defaults status-fg status-bg so that your Mac's local terminals use a different Tmux color than what is configured at your servers.