That is, is there a language, natural or constructed, which has, for example, a word for top right (up right), separate from their word for top (up) and their word for right? Or a word for northeast, separate from their word for north and for east?
Indonesian has the distinct word tenggara for southeast. But for the each of other three equivalent directions it doesn't have a distinct word.
Southwest is barat daya, where barat means west but daya means power.
Northwest is barat laut, where barat means west but laut means sea.
Northeast is timur laut, where timur means east but laut means sea.
Strange, isn't it?
I don't speak Sundanese (Only Indonesian) but from the dictionary Sundanese seems to have four distinct words.
It is the case in some Uralic languages.
Fennic languages such as Finnish and Estonian have names for all eight cardinal directions.
Here are the names for the eight cardinal directions in Estonian (top) and Finnish (bottom).
Lule Saami also seems to have eight noncompound names. However it does not appear to be true of all Saami language.