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