I have a status line indicator to show whether tmux is in Control mode.
So, even when nested, it's always clear what will happen. One nested session (two total) is manageable. Adding another gets annoying, but the need is rare.
I've also tried the status line indicator but it's difficult to balance between being too visible and invisible. So just leads to doing the right commands on the wrong session. Though I find any nested session is rarely needed. I mean locally, a session is a window so I do that.
I don't mean rendering of an icon so much as I mean that humans become blind to persistent things (and frequent things). Losing glasses on your head kinda thing. I don't find a mirror as helpful as having a fixed location to put my glasses when I'm done with them. Same strategy
But yeah, when I didn't have splits and things in my emulator I used something like you did. Make a remote section visually distinct. To a lot of extent I still do, just this isn't necessary through tmux anymore
So, even when nested, it's always clear what will happen. One nested session (two total) is manageable. Adding another gets annoying, but the need is rare.