I've seen $\Delta^*(f)$ -- set of points where $f$ has a finite two-sided derivative -- and $\Delta(f)$ -- set of points where $f$ has a finite or infinite two-sided derivative -- with subscripts of $+$ and $-$ for the corresponding right side and left side notions (e.g. p. 69 of Garg's book Theory of Differentiation). I've also seen $D(f)$ and $\mathcal D (f)$ for these sets of points. However, these uses are in advanced and specialized literature, and probably not in the literature you're referring to, otherwise you probably would have encountered some of the notation I've mentioned.
Incidentally, $D(f)$ and $\mathcal D(f)$ are also sometimes used for the set of discontinuity points of a function, as well as for the set of Darboux points of a function, and this is probably why some authors use the $\Delta$ symbol.
To further muddy the situation, $\Delta'$ is used for the set of functions having a finite and two-sided derivative at every point (e.g. p. 14 of Bruckner's book Differentiation of Real Functions), and I've also seen $D$ and $\mathcal D$ used for these sets of functions.
My advice is to NOT introduce notation for such sets of points unless the set of points plays an essential role in what you are writing about (such as I did in this MSE answer), since introducing such notation when most other writers don't will make your writing more opaque to others trying to quickly scan over the paper/book for some result. It also increases the symbolic clutter of the text, something I've noticed many here seem to think is a sign of increased rigor -- it isn't, at least not if you pay attention to words used and say what you mean and not mean what you say. For an example of what I mean about symbolic clutter and readability and (logical) rigor, see my answer to How formal or informal should math texts (written for different purposes) be?