I watched the entire prequel trilogy as well as both Clone Wars series paying specific attention to anything that plainly links Palpatine to Sidious for the viewer. The closest things I found were:
Palpatine and Sidious have a similar chin and nose.
Now we know that there is the same actor underneath in the movies, and in freeze frames (which normal viewers don’t do), they seem to match very well, but I am still not sure that Ian McDiarmid didn’t wear prosthetics when playing Sidious (follow-up question).
Most importantly there are several indications that the creators did not want the similarity to be clear or assumed that it wasn’t clear:
In the first Clone Wars series, there were visual differences between Sidious and Palpatine as shown here.
Sidious and Palpatine aren’t even supposed to look identical.
Sidious is disfigured by the force and putting on a magical mask when posing as Palpatine (see this question).
In particular in the movies, Sidious is almost only shown with lighting from below, which is rather unusual and makes his face leave a considerably different impression.
In universe, hoods plus hologram seems an effective means of concealing your identity.
This is particularly made clear in a scene in Clone Wars, where the Kaminoans talk to Tyranus’ hooded hologram, but clearly fail to identify him as Dooku – who was a well-known political figure.
In that case, the audience knew very well what was going on, but if the creators wanted to use any suspension of disbelief, they needed to believe that hoods were effective.
There are some occasions with ominous music, camera moves (such as the funeral in Episode I), or Palpatine making non-sequitur grimaces to the camera and only to the camera.
Sometimes, Palpatine learns some information and briefly afterwards Sidious reveals this to his minions.
In S5E16 of The Clone Wars, there is one fifteen-second scene where Palpatine asks for his ship to be prepared and briefly afterwards, Sidious lands on Mandalore.
(If I were to show somebody without any prior exposure to Star Wars all canon material in in-universe chronological order, this is the only scene I would remove before Sidious reveals himself to Anakin.)
This strongly suggests that there was a protocol in place not to reveal that Palpatine is Sidious, which was prominently broken in the last incident.
Contrast this to how often other secrets (to the galaxy) are explicitly confirmed to the audience, e.g., that Dooku is Tyranus and in league with Sidious.
Note that when Sidious reveals himself to Anakin in Episode III, he does so slowly, probably because a great shock would endanger his plans of turning him.
Thus it makes still sense that there is no big reveal moment.
Also note that the reveal that Leia is Luke’s sister was done similarly unspectacularly.
Moreover, there was some speculation that the prequels would feature the twist that Palpatine and Sidious are not the same person (example).
It did not happen, but the fact that this was seriously considered shows that the question was sufficiently open.
Taken all this together, I think that the prequel trilogy was made with the intention that an uninitiated viewer would not know that Palpatine is Sidious until he reveals himself to Anakin in Episode III.
I am however sceptical that the creators assumed a relevant fraction of the theatre audience to be uninitiated viewers.
And of course, all of this is about what was intended, not about what was achieved.