There are two punctuation marks, the paragraphos and the dicolon, which are sometimes used to indicate change of speaker in both papyri and manuscripts. But they aren't always used, and when they are their value can be dubious because they are prone to errors in transmission.
Here's a description from Donald Mastronarde's discussion of the text of Euripides (p. 7):
Although a speaker
may be identified in the margin, especially at first appearance, the normal way to mark
change of speaker is with a paragraphos (a horizontal line under the first letters of a line
and usually extending somewhat into the left margin), positioned beneath the last line of
a character’s speech. If there is antilabe (change of speaker within a line, much rarer in
tragedy than in comedy), a dicolon (and sometimes also extra space) within the line is
used in addition to the paragraphos.
Similarly, Seth Jeppesen says about a MS of the Samia of Menander (p. 75 n. 31):
Characters were identified in the margin when they spoke for the
first time in a scene. After that, the scribe simply put a small line, called a paragraphos ( _ ),
below the edge of the writing in the left margin which indicated that somewhere in the line there
was a change of speaker. If there were three characters on stage, it did not indicate who the new
speaker was. Occasionally, the scribe would put a dicolon t : ) at the spot in the line where the
speaker changed, but this was not at all standard and sometimes the dicolon just represented a
spot where there was an emphatic stop, it need not indicate a change of speaker at all. Therefore,
it can be very difficult at times for editors to figure out who speaks where in a play.
You can see an example on p. 28 of this PDF. As far as I can see neither of the manuscript texts you linked to uses these.
Obviously it's very easy for such marks to get omitted, misplaced, or wrongly inserted in transmission, so their value is limited (and even if we could be sure that a given mark is correctly transmitted, it was likely first inserted not by the author himself but by a later editor).
As for stage directions, these seem not to have been used by ancient playwrights (who would have had no need for them since they also normally served as directors of the production). There are a small handful of alleged stage directions in tragic and comic manuscripts; Oliver Taplin in this article discusses these and is skeptical that any of them is original.