Does wing sweep affect the direction of lift?
The Lift on an aircraft is the vector sum of one component of the aerodynamic forces pressing on the surface of the aircraft as they are distributed over the surface of the aircraft. At each and every point of the aircraft surface (top, bottom, sides, everywhere) the air is pressing on the surface normal, (perpendicular) to the 2-D surface. The vector sum of all these forces is the total aerodynamic force (**one component of which is lift). If the aircraft is laterally symmetrical, then of course the total vector sum will be straight up (as any lateral component from one side of the aircraft should more or less be counteracted by an equal but opposite lateral force from the other side. 

The individual forces (acting on each point of the surface, including the wing), if pictured as a distribution of force over the surface, are always normal to or perpendicular to the surface. So if the wing has dihedral, then they are indeed angled in towards the fuselage. But in your "perhaps?" illustration, with a wing with zero dihedral, they would all be pointing straight up. 

** The Lift component is the component of this aerodynamic force which is perpendicular to the flight path of the aircraft, the Drag component is the component parallel to the flight path.