I think direct threading is usually implemented just by reducing the indirection another level, e.g. goto *lp rather than goto **lp You could implement

I think direct threading is usually implemented just by reducing the indirection another level, e.g. goto *lp rather than goto **lp You could implement an interpreter with generated JMP instructions, which might be called direct-threading, but at least in the forth world, where most jumps are to nested user-defined subroutines, subroutine-threading using JSR instructions is typically used.