5

That question was directed at Sasha

OR

That question was directed to Sasha

what is the difference?

4

The correct usage is at Sasha. You direct at a person, but to a location.

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3

As noted above, 'at' is the correct usage.

'to' is appropriate only when the question is going to be sent rather than asked aloud:

After the meeting, the questions were distributed. All the questions about health were directed to Sasha.

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1

Both are valid.

As reported from the New Oxford American Dictionary,

He directed his criticism at media coverage of the Catholic Church.
I suggest that he direct his remarks to the council.

are both valid and they mean direct a comment/question to or aim a criticism to.

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