Hey Jarno,
There really isn't anything available to accomplish this. If there were a simple code snippet that could be placed in an extension to output which tags loaded, it would give you the same information that Web Companion currently gives. It would show which libraries were told to load on the page and which tags were told to send the request, which WC already does. However, there is a difference between if a tag is told to send the request and the tag actually sending the request based on the conditions and configuration of the tag.
Some tags, like Channel Intelligence, may load on every page but only fire if specific query params are in the URL. So any script like this would show that the tag loaded and fired, but if the query params aren't present the request would never have been made. For this reason the suggestions above are still valid. Ghostery will show at a high level what vendors loaded on the page, but the network requests will show exactly what data is sent to each vendor.