(Sorry if I am wrong) As far as I know, there is no way to check what difficulty level you are playing, neither in-game nor in saved games list. For example, I like to play various games "at the same time" (different difficulties, different strategies); sometimes I consider to continue playing an old savegame, but it is not so obvious to deduce what the difficulty was.
Maybe this info detail can be included somewhere: at the top of the "statistics page" that is accesible from the geoscape screen, on the top right corner of the geoscape screen, on the list of savegames... Just an idea. Difficulty level is an important information, isn't it?
V2.4 is becoming really attractive with the last releases. Good work!