There is no new page in ‘Pages’ in the WP dashboard, and the directory page disappears from the ‘Frontpage’ dropdown list in Directory > Settings, if that’s what you meant by directory settings for default pages.
It gives me ‘Oops! That page can’t be found.’ and ‘directory’ disappears from ‘Pages’ in the WP dashboard. I also get 394 lines in debug.log, don’t know what to look for. Switching back to the beta version restores the directory at it’s permalink: https://norfolkcan.org.uk/directory/ Maybe upgrading changes the link, but surely it would still be in ‘Pages’?