The one-way system in Downtown Santa Fe makes a big mess of where to go after turning right at
this sign between those two points, but it does imply the routing we have. Has that sign been removed?
However there signage does seem scarce - it does look, from a cursory glance at historic GMSV, that there's been quite a lot of work done one the roads in downtown, and the corridor to I-25 that includes (former?) NM14, which may have removed signs that were used to create the route (though IIRC, it was fairly poorly signed anyway)
This is a note to self to do a deep dive on this route.