Hi,
I don't have (jet) this plane, but in a document 'REAL GARMIN G1000 PHENOM 300 PILOT'S GUIDE' the right way for this is not to press the direct-to button: once you have navigated to the desired wp in your flight plan, you must press the 'ACT LEG' soft key in the MFD, in order to make the wp as the active leg. This way the rest of your fp will remain in use.
Greetings from Spain
******* Serrano