Two connected boxes, one with tightly packed dots in it. In the next two panels, a door is shown opening. Dots progress in a few panels to equilibrium, spread out more. Make the dynamics pretty accurate for a gas, but make sure all the details are big enough to survive the thousands of years.
You could make a stylized arrow in addition to that, made of dots. The base of the arrow would be smaller with tighter packed dots, and as you progress along to the tip they'd be more spread out. The tip end would be larger than the base.
Then you'd use that stylized arrow for everything in the message. Make sure it's used the same way in all the comics, including the entropy one.
The concepts of gas and entropy are pretty young, I am not sure we can rely on humans knowing about those in 5000 years or so. The other uncertainty is the correct interpretation of your depiction. Do future civilisations map the same concepts to "our" visualisations?
It's still arrows though. Put some illustrations of (actual) arrows and spears along with the stylized arrow, all pointing in the same direction. That should cover the less advanced civilizations, and provide a good bridge to the thermodynamic depiction to others.
I'm 100% certain if you showed panels with stylised representations of entropy, arrows and spears to a random assortment of modern people with good general knowledge and access to every part of the internet apart from this subthread, you would get an extremely wide range of explanations about what the panels conveyed about an artefact and its surrounding location (absolutely none of which would be the correct response of "absolutely nothing, these panels are simply an illustration of which direction to read panels in")
No it doesn't. We're defining the arrows here. Sure, we'll keep left-to-right to avoid confusing them, but as long as the usage of the arrows is consistent the message would still be correct if it was right-to-left.
That's the entire point of defining the arrows using entropy.
Have panels that define arrows using increasing entropy. It's really is almost universal.