"directly when" is correct and usable in written English.
You can use it to refer to an action being done immediately after another action. For example: "I went to bed directly when I finished my homework."
He should perhaps have bid the six-spade slam directly when he received a spade preference.
The violence affected Bwindi directly when in 1999 Rwandan-based Hutu extremists murdered eight tourists there.
"Di Maria plays very directly when he has the ball," said an approving Ibrahimovic afterwards.
Then one of the group asked him directly when he had joined the police.
Cashman would not answer directly when asked if he wanted to come back.
Police said they would be contacting victims directly when they are identified.
The Bronx Zoo faced the question directly when its $43 million Congo Gorilla Forest opened last year.
The Constitution gives the president the right to appoint judges directly when Congress is not in session.
Nonetheless, her advisers said today that she had decided to respond directly when the inevitable subject was brought up.
In addition, water may be evaporated from the surface of the soil directly, when groundwater from below is diffused upward.
"They booked me directly when I was much younger," said Teigen, who is also married to singer John Legend.
