The later BMT standard cars (not sure of the numbers) had larger roll signs in the windows (in place of the ones in the door pockets). On those, there were indications something like (picture the middle line larger type than the top and bottom lines:
via bridge thru
Nassau Loop
then via tunnel to brooklyn
via tunnel thru
Nassau Loop
then via bridge to brooklyn
However, I don't recall these being used on the Nassau Loop trains on a regular basis.
They, and the older standards had a "Nassau St" indication, and I do recall seeing that used often.
In the early 1960s, the AM Brighton specials (Standards) were usually signed (the two sets on the Standard cars):
Express
Nassau St
and
Express
Chambers St
Of course, in those days, the trains deadheaded back to Brooklyn via the Manhattan bridge without passengers.
-- Ed Sachs