This is something I like to keep an eye on for default rates on mortgages and credit cards:
https://www.federalreserve.gov/releases/chargeoff/delallsa.htm

This date is quarterly and is a real quick snapshot, but the data isn't live.

The fed site actually has a lot of other interesting data points to review. But it all has the same issue with being reported quarterly.

https://www.kansascityfed.org/research/indicatorsdata/smallbusinesslendingsurvey/articles/2020/fourth-quarter-2019-small-business-lending-survey

The small business survey above might be interesting for what you are looking at, it's one I watch.

I also read the fed minutes to pull more current data points.