I'd call it a warning sign. I don't know of anything more specific. That's the thing about signs: they speak for themselves. One sign is worth a thousand words. (Just kidding.)
We call it a "highway." If there are two ways to get there, and one is on higher ground, we'd say, as in the song, Oh you take the high road, and I'll take the low road / And I'll be in Scotland afore ye.
The sign would say, "ROAD CLOSED AHEAD - DETOUR," in which case you could call it a "detour sign," which is a very well-known term and the subject of songs, jokes, and wise sayings.
Detours notoriously turn out to be bad roads, and we used to say the road was named after a Frenchman, DeTour. Apologies to all Frenchmen. I'm sure your roads are better than the ones we currently have in California.
Detour signs usually give you only one choice, not two as you suggested. That may spoil your joke. (Of course two choices is/are possible, but you'd have to specify.) At a "T" type intersection it's not uncommon to find arrows pointing both ways, with an optional "END" sign, but I don't think there's a name for that. We just call them "arrows." (I understand you're speaking of a "four corners," which is a fixed idiom.)