Vestígios translates to "traces" or "vestiges". It's a more sophisticated word than a simple "clue" or "mark", implying remnants or lingering signs of something that was once present.
In the song, the singer declares, "Não vou deixar vestígios para você me encontrar" (I won't leave traces for you to find me). This word choice emphasizes a deliberate and complete disappearance, making it clear that the ex-lover will have no way to track them down, adding a dramatic flair to the narrative of moving on.
This is a breakup song sung by the person who already walked away, and it is not trying to be kind about it.
He tells his ex to cry, and to keep crying until she cannot even speak. He points her back to the same bed they used to share for fun, where she now lies alone and misses him. He reminds her that he warned her: she took her eyes off what mattered, she regrets it now, and she is crying into the rim of a glass.
The rest of the song closes the door. He will not leave any trace for her to follow, so she will not know where to look for him. If she wants to see him, she will have to settle for her phone screen, because that is the only way she gets close to him now.
It was recorded live for the DVD "O Embaixador In Cariri", and you can hear it. Gusttavo Lima calls out to the women in the audience, and he cues the viola to cry along with the words. Sertanejo does this often: the heartbreak is real, and the whole room sings it back.