None are direct page. Penciled-in notes I have in my old paper copy of WDC's excellent programming manual [*] say on the JMP page (page 459), for JMP(addr), "If I understand p.592 correctly, addr is in bank 0, but destination is in current program bank. p.383 & 212." and for JMP(addr,X), "addr is in current program bank, as is the destination. See p.382 & 212." and for JMP[addr], "addr is in bank 0, and is 3 bytes, so destination is totally defined there and not dependent on current program bank. p.384." However, since I've only used the 65802 so far, it would be good to get confirmation from someone else who deals with the '816 in a situation where they have code in multiple banks. I don't intend to have Forth code in other banks besides bank 0, only have data in the other ones.
It won't care what your direct page is set to. The effective address will be read from addresses 0000 & 0001.
[*] "Programming the 65816—Including the 6502, 65C02 and 65802" 6502/65816 programmer's manual by David Eyes and Ron Lichty. This is definitely the best 65xx programming manual available, and a must-have for every 65xx programmer! It starts with the basics, followed by architecture, the CMOS 65c02's many improvements over the original NMOS 6502 including added instructions and addressing modes and fixing the NMOS's bugs and quirks, and then the natural progression to the 65816; a thorough tutorial, writing applications, then very detailed and diagrammed information on all 34 addressing modes, at least a page of very detailed description for each instruction, with info on every addressing mode available for that instruction, then instruction lists, tables, and groups, of all 255 active op codes, plus more. 469 pages. From Western Design Center. (.pdf) Note: There were many problems with the earlier .pdf version that were not in the original paper manual; but in late March 2015, WDC scanned and OCR'ed the paper manual and posted the new, repaired .pdf.