You can set warnings based on proximity (300 yards etc) and whether the POI is on your chosen route. I do not know where the POI physically has to be placed (on the road, near to the side etc) to be classed as 'on route', but maybe by biasing the POI to one side of the road and reducing the proximity very low it may be possible for it to be flagged travelling in one direction and not the other.
You have nothing to lose by trying it out... post back if you have any success.
No, there is no way of making them directional. I have noticed that even when a speed camera is on the opposite direction road on freeways I get a warning - quite annoying!