If the direct subdomain isn't working for you when you try to access, it is likely an issue of being on shared hosting and this value isn't defined in your Virtual Host yet. Depending on the server you're using at your host, something like below might need to be added:
DocumentRoot [PATH TO DOCUMENTS]
Note: You would want to put your site url in where it states example.com. Further, direct can be any subdomain, the record in your DNS settings just need to have Cloudflare turned off (Grey Cloud)
Your hosting provider should be able to help configure the direct subdomain for you, if you do not know how to do this yourself.