Is make-up air required if all gas appliances are direct vent?
There's no air to "make-up", so likely no need for a "make-up air" supply. However, you'll have to check your local codes to determine if you're still required to have one. 

Direct vent appliances will have an exhaust outlet, as well as a combustion air inlet.  They draw air in through the combustion air intake, use the air for combustion, then expel the exhaust through the exhaust vent.  They should be completely "sealed", when it comes to combustion. They'll also have safety sensors to insure that enough air is coming in, and enough exhaust is going out.  

As for the gas range... You'll have to check local codes to be sure, but commonly a range hood that exhaust to the outdoors is required where gas ranges are used.  If this is the case, you'll need some way to replace the air that's exhausted by the range hood. If the home is not sealed up really tight, leaky windows, doors, and other openings should provide enough air. Though if the house is sealed well, you'll need to provide an intake vent.

Again, you'll have to check with your local building department, as codes can vary from place to place.