How do you telegraph resistances / vulnerabilities?

Our group has occasionally struggled with enemies that didn't want to go down. But we were never sure if it was just an HP-bag or if it had some strong restistances.

Now as a DM I'm not entirely sure how I would handle such a situation either. The players don't know how many HP a creature has left nor how much damage actually gets through from their attack.

How do you handle such a fight without them having to resort to wild guesswork or brute force?

Edit: Wow. I didn't expect this many replies so quickly. Thank you all!