How to find North and South in the Nether
Solution 1:
Turn "show coordinates" on. Then just move around. The negative Z direction is North and the positive Z south.
Solution 2:
You can use the south-east rule, which works in all dimensions. Place 4 pieces of minecart track in a T shape, with the intersection piece last, and it will favor south or east. Do this twice, with the second T rotated 90 degrees from the first one, and you'll be able to uniquely identify which way is which.