Is there an object which contains the World, Location and Direction information?

Locations can’t have a direction. That was purely a construct of Bukkit’s system. Think about it, a rotationally symmetrical block does not face in any direction. Bukkit would tell you it’s rotation was 0f,0f (pitch/yaw, no roll). However, a non-symmetric block would also tell your its rotation was 0f,0f, regardless of which way it was facing. Bukkit’s Location object only had rotation for entities. A Block’s Location ignored it, but you could still ask for it (and get useless info).
A class that stores both would be a Transform, as Zidane said. I’d also like to point out that you can store velocity within rotation as well, as long as you don’t store direction as a normalized vector. edit: actually that only works if you’re guaranteed a non-zero velocity. you’d probably need a third vector for practical purposes.

That would actually be fantastic.