In what direction(s) is any debris typically ejected from a jet engine in the case of failure during flight?
For debris ejection out of the engine, the failure of the engine and the failures that follow that create debris; the design criteria is that the failures must be contained in the cowling and the debris exits through the exhaust. Here is the link to the FAA Advisory Circular for designing for catastrophic failure: AC 20-128A 

Here is another link that is more devoted to prior uncontained engine failure.