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The usual method was to build a cairn of large stones, rather than a hut, and put written messages in watertight containers into it. This doesn't require transporting materials to build a hut to Antarctica, and is much less subject to being blown away by storms. Source: practices of the Franklin expedition to the Canadian Arctic.
A flag semaphore point would have to be manned, and that would have added considerably to the manpower and supplies required for the expedition.