1. A method for reducing latency associated with cache coherence directory misses on external caches in a shared distributed memory data processing system, comprising: evaluating a cache coherence directory for possible prefetching of a directory entry into a directory cache; setting a prefetch miss indicator in response to said prefetch evaluation resulting in a directory miss; consulting said prefetch miss indicator during subsequent processing of a memory request corresponding to said directory entry; and taking an accelerated snoop response action based on said prefetch miss indicator being set.