Are you sure you have the markers the right way around? Think of them as 'No Entry' signs rather than as 'direction markers' and place them directly after junctions on the route you don't want the trains to take...
AI trains coming through the junction from the bottom of the picture will not take the right hand route through that junction. If you try and there is no alternative you will get a 'No Path' message. Direction markers are to all intents and purposes bombproof if used correctly.

AI trains coming through the junction from the bottom of the picture will not take the right hand route through that junction. If you try and there is no alternative you will get a 'No Path' message. Direction markers are to all intents and purposes bombproof if used correctly.
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