$directions = Direction::where('id_user', Auth::user()->id)->with('executes');
$execute = [];
foreach ($directions->get() as $value){
foreach (Direction::find($value->id)->executes()->get() as $item){
$execute[] = $item->name;
}
}
dd($execute);
// вижу там такой пример
$users = User::with('podcasts')->get();
// твой код сокращается до
$directions = Direction::where('id_user', Auth::user()->id)->with('executes')->get();