[MDX] Support directives

[fisker]

Description

#18533 (comment)

Checklist

• I’ve added tests to confirm my change works.
• (If changing the API or CLI) I’ve documented the changes I’ve made (in the docs/ directory).
• (If the change is user-facing) I’ve added my changes to changelog_unreleased/*/XXXX.md file following changelog_unreleased/TEMPLATE.md.
• I’ve read the contributing guidelines.
• I did not use AI to generate this PR.
• (If the above is not checked) I have reviewed the AI-generated content before submitting.

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commit: 1d2b1fb