Convert Input to Direction
Japt, 55 51 bytes

`
SÆ&#8; 
NÆ° `·gV +`
E&#134;t
W&#131;t`·gU ª`T&#149;t go&#131; Í2&#128;e, Ðéy!


Explanation

                      // Implicit: U, V = inputs
`\nSÆ&#8; \nNÆ° `       // Take the string "\nSouth \nNorth ".
·                     // Split it at newlines, giving ["", "South ", "North "].
gV                    // Get the item at index V. -1 corresponds to the last item.
+                     // Concatenate this with
`\nE&#134;t\nW&#131;t`·gU       // the item at index U in ["", "East", "West"].
ª`T&#149;t go&#131; Í2&#128;e, Ðéy!  // If the result is empty, instead take "That goes nowhere, silly!".
                      // Implicit: output result of last expression


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