On my fifth go now and going south does appear to be the worst option as there are not one but four clans who will attack you.

Going east involves too much distance - you really can't afford to both send a full stack east and hold on to Echigo.

Going west and being ready to abandon Echigo (not such an issue if you have taken Sado early) can work depending on who is running the central bulge when you get to Echizen - unfortunately the one time I tried it there were Oda stacks everywhere so it ended early.

On my sixth attempt I may just send Kenshin west with everything and just carry on while his brother stays in Echigio only long enough to raise a new army to take Sado.

There may also be some value in vassalising Jinbo as there is just no time to stop there in Etchu.