As Dark and Darker is a game still deep in development, a lot of Dark And Darker Gold the info and mechanics, in general, will likely change and not a lot is 'concretely' known about all its systems. Still, here's all the general info players have pooled together about Blue Headstones and Escape Portals so far from the multiple alphas:

The audio cue for Blue Headstones is a noise like rumbling rocks or an old stone gate opening. This is the noise of the headstone rising out of the ground. Exit Portals/Headstones almost always spawn within the safety of the circle, and if they ever spawn outside of it, they're still very close by.

Be aware, however, that three of these noises playing all at once is a telltale sign of the Red Headstone trio spawning, which are the portal spawners that take teams deeper into the dungeon.

No one has figured out the exact spawn timer for Blue Headstones yet, but they start showing up pretty early. It's not immediate, but after about 8ish minutes the Event Feed notification of Exit Portals spawning will start showing up in the top right. All There Is To Know About Blue Headstones

Once the portal is spawned, it stays open until used, so players can open it, do some last-minute looting, and then hop out without worrying about interacting with the headstone again.

As of the second alpha at least, Blue Headstones tend to spawn in groups relatively close to one another. So, if a team of three only finds one Headstone, it's better to search the surrounding rooms than argue about who gets to exfil first.

Sound really matters as it does with just about every system in Dark and Darker. Players looking for Blue Headstones need to be constantly listening for its audio cues, for cheap Dark And Darker Gold footsteps mixed in with the rumbling of the Headstone, the sounds of Wizard spells being charged up, or for the ambient noise an Escape Portal makes.