I managed to get a north marker into an exterior by copy/pasting it, but unfortunately it had no effect in game.
Is the worldspace already cluttered? If you only have a heightmap yet you could just rotate it an reimport it.
I'm not 100% sure I know what I'm doing, but I'll give that a shot. Thanks.
EDIT: I don't see any rotate option, and the wiki doesn't seem to mention it either. So... yeah.