Other than being confused, I had a lot of fun on this map. I think the final area is a little too protected since a good sniper can easily cover the back by himself and the only alternative is the small front door (hello, demoman). Likewise enemy snipers can easily camp the defender's spawn because of the openness of that area. I'd suggest blocking it off to some extent back there, or just adding some cover. You could use it as an opportunity to add another exit in the side as well?
Otherwise maybe some sort of fire escape on the outside of the building that allows people access to a top skylight entrance of some sort? That would be a fun forward base for the attackers as well. I just think it needs a little more access and cover.
For the confusion aspect, arrows are all fine and good, but I found I had to stop and look around to figure out where they were. One possibility would be to add a cart path through the points, which would give people a natural path to follow. You could also do something more unique, like a dashed path on the ground that would change to lead to each CP. I know it sucks that the HUD won't work as desired, but I think there might be some creative solution that would work well.
