I'm copying the song which has D.S.S, Double Segno and Double Coda. I tried to type them, but only D.S, Segno, Coda worked and D.S.S, Double Segno and Double Coda didn't work.
You haven't missed anything obvious.
NoteWorthy does not have built-in support for double flow markers, just the ones listed <here> (http://www.noteworthysoftware.com/nwchelp/MNU_ADDFLOWDIRECTION.htm).
I do not see future built-in support likely. Handling the existing flow directives results in many complex interactions with ties, slurs, keys, clefs and (especially in NWC2) instrument patches.
If you just want double flow marks to appear on the printed page, use text objects.