DavePoint,
The P99 is an EXTREMELY reliable pistol. I have read posts on this very board about P99s continuing to function even without an ejector. As far as the loaded chamber indicator, that's actualy part of the extractor. If that were to break, you'd have a serious problem. BUT, considering it is a major part of the gun, I would expect its design is more robust than other parts, and would be less likely to break.
Praticing good loading procedures (through the magazine, not the ejection port), and not letting the slide slam onto an empty chamber should keep your P99 functioning reliably. You'll probably need new springs before anything else.
-stunks
EDIT: keep in mind, most major brand modern firearms have these modern features. Most major brand modern firearms are VERY reliable. Don't let little worries like that taint your feelings toward an extremely well made pistol. Walther is one of the BEST. Enjoy your QA, and be sure to post a range report after you get it!