No, it's the same velocity regardless of direction, because the escape velocity is determined by the potential energy, which is just a number for each point and is direction-independent.
From here, you can escape the system planet Earth-SupermassiveBlackHole in almost every direction easy. But not even the light will escape this system if it goes from here toward the SMBH.
From the same point, much different escape velocities, dependent of the escape direction.
What do I miss?
As mister shminux mentioned somewhere, he is happy and qualified to answer questions in the field of the Relativity. Here is mine:
A long rod (a cylinder) could have a large escape velocity in the direction of its main axe. From its end, to the "infinity". Larger than the speed of light. While the perpendicular escape velocity is lesser than the speed of light.
Is this rod then an asymmetric black hole?