As far as I know, gravity waves travel at the same speed as light, so I don't think there is any way for us to know if Betelgeuse goes supernova before we actually see the light from it.
They do, according to Einstein, but light can also take curved paths, such as in the case of gravitational lensing. Hence my thought that the light coming from a possible Betelgeuse supernova could be taking a different path than the gravity waves. Another possibility, I think, is that the light is slowed down by moving through the expanding material of the star while the gravity waves could maybe move through that material without getting slowed down. I think the curved-path scenario is better, though, because the gravity waves don't seem to be coming directly from Betelgeuse, so if they were in fact caused by Betelgeuse going supernova, they would have to have an apparently different source due to that portion of the sky being subject to some gravitational lensing between the real star and where we see it, like when you see a fish underwater but it's not actually where you see it because the water is bending the path of the light.
The other possibility I've thought of is that the gravity waves are caused by something completely separate from Betelgeuse, which is also causing the dimming of Betelgeuse, i.e. by bending some of Betelgeuse's light in other directions besides Earthward.
All I know for sure, is whenever I look up at Orion at night these days, I keep imagining that Betelgeuse will go poof, and I'll actually see it. But I think I'll be waiting a long long time.
I know. It would be great to see it with your bare eyes. In fact, from what I've read the explosion will be visible in the day and night sky for a long time after it happens, so it will change the regular solar/lunar lighting cycles of the Earth.
Probably you're right, though, that it won't happen for millennia to come; but then that still leaves the question of what is causing such unprecedented dimming.