I think the only way to warn users that a confirmation will follow, is to use a conventional symbol. Because a standard symbol for this purpose does not exist, you have to establish one in your application. You have to use the symbol consistently in all screens of your applications, so that users will create an implicit connection between the symbol and the warning message. Also, explicitly notify your users about the new symbol through e-mail or through a temporary help text in one or two frequently visited screens. The temporary help text must be removed after a few days.
The symbol that you will use must be obvious but not obtrusive and must blend with the rest of your design. You must use subtle cues like a thin light yellow rectangle, a warning icon or three dots (three dots are also used when there are additional options).
According to the very good reference by @EdPlunkett the trailing ellipsis for confirmations is a documented standard :
Use an ellipsis in the name of a button or menu item when the
Always displays an alert that warns the user of a potentially
dangerous outcome and offers an alternative. For example, Restart,
Shut Down, and Log Out all use an ellipsis because they always display
an alert that asks the user for confirmation and allows the user to
cancel the action. Note that Close does not have an ellipsis because
it displays an alert only in certain circumstances (specifically, only
when the document or file being closed has unsaved changes).
Also, I found this reference from Microsoft :
While command buttons are used for immediate actions, more information might be needed to perform the action.
Indicate a command that needs additional information (including
confirmation) by adding an ellipsis at the end of the button label.
Proper use of ellipses is important to indicate that users can make
further choices before performing the action, or even cancel the
action entirely. The visual cue offered by an ellipsis allows users to
explore your software without fear.
According to the above references, the other two options I recommended are invalid, the trailing ellipsis seems to be the most appropriate symbol. But I do not know how many users really know this convention, and I still believe it is important to communicate this to users explicitly somehow.