The earliest tease I recall of Nia's true form is actually the very first cutscene of Chapter 3 when Torna is tracking Rex's group using a radar that detects the ether wavelengths of Core Crystals. When Jin asks Akhos if he can track Nia specifically, he points out that among the wavelengths detected, he can use Dromarch's to track Nia. But if you pay close attention, you'll actually notice that the radar is picking up four ether wavelengths. Pyra's and Dromarach's are obvious, Poppi is detected due to an ether furnace producing the same wavelengths as a Core Crystal (what are we, Sonic Adventure 2!?). That means the fourth one is actually the signal from Nia's Core Crystal.
There are other teases too such as Vandham's death scene, where Nia is actually about to rescue Vandham and Rex by unleashing her power, but hesitates and clasps her chest while the camera zooms in on this action, and after that it's too late.
Same goes for her feelings for Rex, there's tons of little hints towards it but they're subtle. Some are also relegated to Heart-to-Hearts. People don't notice those as much though because the game is too busy shoving Pyra/Mythra down your throat.