Great explanations of technique & usage all 'round from everyone.
For a Wreck Penetrations of one continuously laid line out and reeling it back in on exit, our Team uses primarily tied-in arrows for any jumps down a side passage, lost buddy search etc. I'll usually place a cookie on the main line to mark an adjacent intermediate Gangway Exit thru to daylight & open water, as an alternate contingency option for an Emergency Egress (but obviously wouldn't rely on it in silt-out/low viz conditions). . .
IMHO in a real zero vis silt out, low on gas, heart beating 160BPM things have gone bad situation your excessive use of cookies just killed you. If you want point out the nearest exit run a gap/spool to outside the exit and then mark it with a arrow at the point you join the gap with your mainline. I see more use in reversing what you outlined BTW but still wouldn't do as you are discussing.
Far too many have died in wrecks only a few feet from the exit, because in real silt there is ZERO indication of the exit, that is why any marked exit MUST go outside the wreck following a cont. guideline.