That signal isn't needed. If the follow is not anticipating a particular direction for the lead to lead them along (or if she must have one, straight forwards), then it's easy enough to lead her to the left side of your body. It'll probably take some time for the follow to learn to follow that, if she hasn't seen it before. The lead will also need to move off the original line in the same way they might for moves where the follow passes down their right-hand side.
Amusingly, leads often take ages to learn to actually lead a Sway around Australia, because a commonly-taught signal (left hand palm up at left hip) magically gets the lady to step in and turn herself. Presto! Instant non-dancing! Such signals do serve a purpose in the learning process, however.
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