When should directional complements be used? How come there are many times that they aren't used as in "他们要到上海了"?
Let me put it in this way:

他们要到上海了。 
They are about to (要) arrive in Shanghai.

This sentence means &quot;they&quot; are already on their way to Shanghai, instead of meaning they are going to Shanghai or they are planning to go to Shanghai.
Moreover, this is just a statement of fact, and it doesn't require/imply any relationship between the speaker and the object (&quot;They&quot; in this sentence). The speaker can be in Shanghai (The speaker is telling his friend that those people &quot;they&quot; are about to arrive here); the speaker can also be somewhere else.

他们要到上海来了。
他们要来上海了。
They are coming to Shanghai.

This means the speaker is in Shanghai.

他们要到上海去了。
他们要去上海了。
They are going to Shanghai.

This implies the speaker is not in Shanghai.