The option Direction->d specifies that the approach vector to a finite limit point z0 is given by the complex number d. The default setting Direction->Automatic is equivalent to Direction->-1, and computes the limit as z approaches z0 from larger values.
NLimit approaches infinite limit points on a ray from the origin.
The option Scale specifies the initial step in the constructed sequence.
For finite limit points x0, the initial step is a distance Scale away from x0. For infinite limit points, the initial step is a distance Scale away from the origin.
The accuracy of the result is generally improved by increasing the number of terms, although increased WorkingPrecision will also usually be necessary.