We investigate the effect of the anisotropy and of the directional pinning in YBa$_2$Cu$_3$O$_{7-x}$ films grown by pulsed laser ablation from targets containing BaZrO$_3$ at 5% mol. BaZrO$_3$ inclusions self-assemble to give nanorods oriented along the c-axis, thus giving a preferential direction for vortex pinning. The directionality of vortex response is studied at high ac frequency with the complex microwave response at 48 GHz, as a function of the applied field and of the angle $theta$ between the field and the c-axis. The complex microwave response does not exhibit any angular scaling, suggesting that the structural anisotropy of YBa$_2$Cu$_3$O$_{7-x}$ is supplemented by at least another preferred orientation. The pinning parameter $r$ shows evidence of directional pinning, effective in a wide range of angles around the c-axis (thus ascribed to BZO nanocolumns).