Question directed to someone or at someone?

Solution 1:

The correct usage is at Sasha. You direct at a person, but to a location.

Solution 2:

As noted above, 'at' is the correct usage.

'to' is appropriate only when the question is going to be sent rather than asked aloud:

After the meeting, the questions were distributed. All the questions about health were directed to Sasha.

Solution 3:

Both are valid.

As reported from the New Oxford American Dictionary,

He directed his criticism at media coverage of the Catholic Church.
I suggest that he direct his remarks to the council.

Both the sentences are valid. In those sentences, direct means direct a comment/question to or aim a criticism to.