In Missouri the county highways are designated by single and double letters. This is most obvious in the semi-rural or fully rural parts where any significant road is a county road. But some of the thoroughfares even in urban areas have county letter designations as well.
When I lived near the edge of St. Louis suburbia Highway K, Highway N, Highway Z and Highway DD were a part of my weekly driving.
These signs are generally white/light gray squares with black letter(s) and black edge. So shaped a lot like the default user avatars here on Discourse, but in inverse video; dark letters on a light background. So an inverse video version of this:
https://avatars.discourse-cdn.com/v4/letter/t/000000/50.png
See also
https://www.google.com/search?q=Missouri+county+highway+signs&tbm=isch
In MO exits off the interstate are numbered by the nearest milepost. And if multiple exits are needed, they’re lettered A, B, or C. I cannot recall anywhere in St. Louis, even in the dense urban with exits close together any C or higher letters. And most A/B combos were things like cloverleafs, where A was the first turnoff before the overpass going one way, and B was the turnoff after the overpassgoing the other way on the same crossing road. It was vanishingly rare that A and B exits led to different roads.
I can’t vouch for every exit in Kansas City, which is the only other “major metro” area in MO.
But I’m going to bet you saw Exit 21 leading to Highway G, rather than Exit 21G