As far as I know.
It seems like marker direction cant be changed. As you I tried SetDir, and that doesnt work. There isnt a SetMarkerDir command (which is what I was looking for), so it looks like once a marker is down, it cant be rotated.
However, I was thinking of some ways to "fake" what you are trying to do (which I assume is to put a marker on the map in the position and direction of a missile), using two point markers, and some clever trigonometry you could make one point the front end of the missile, and the other point the back end. Have them close enough together, and small enough ti might look like a roundish line. Sloppy, and possibly ugly I know. But thats the best I came up with.