The arrows in each is indicates which of the 5 lanes you can be in to continue on the route. In reference to the first picture, you can be in either of the 4 left lanes. The right lane is exit only and will take you off the route.
Awesome, thanks
I noticed a few minutes after that first pic, that it LOOKED like a "bridge overhead" element in the HUD was displayed... and there were indeed a series of overpasses coming up. Am I seeing that correctly? Traffic was too congested for me to snap a photo at that point, unfortunately.