Translation:I would change directions quickly.
The verb 'wenden' means 'turn' in all the dictionaries I have looked at. Of course, if you turning from one direction to another, you are changing direction, but still turning is what you do. I can't see how you can change more than one direction, you can only go one way at a time. In any case, the noun is singular in the German, so why should it be plural in the English?
I think of 'wechseln' as being more like 'change one's clothes' rather than altering direction. Can it really be used here to mean change of direction? I'm sure this is one of those subtleties of usage - the same word is used for many different concepts in a given language, but the set of concepts is not the same across languages.
Well, short of a definitive answer from a native speaker, I've scurried off to check my various bits of reference material........
From what I can make out, 'wechseln' is ok in this context, as would be 'ändern'. The only use in relation to direction(s) I can find for 'wenden' refers to "turning around in the opposite direction" (in die entgegensetze Richtung).
My dictionary suggests the following:-
In umgekehrter Richtung - in the opposite/other direction die Richtung ändern / die Richtung wechseln - to change direction.
So I'll probably stick with ändern/wechseln; that said, I think the translation giving "directions" in the plural for the translation of "die Richtung" in the original answer should be changed....?