Is there a Siri command for "Get directions to my next event?"
This is impossible to do as of iOS 10.3.3. About the closest thing you can do is, "Hey Siri where is my next appointment", but there is no way to get directions from the address it spits out. 

What I'd recommend, instead of using Siri, is to create a widget in Workflow that will automatically grab the next event's location and give you directions. Note: I have never used Workflow to do this myself but I'm 99% sure it has all the various actions you would need to write a workflow to give you directions with one click.

Sorry you are unable to use Siri in this way and hopefully Workflow will accomplish what you're looking to do.