Order and OrderResponse have been migrated to the Task resource.
Order wouldn't have worked well to deal with advanced directives because it was required to point to another request resource. It's purpose was to capture requests for fulfillment of another order or request.
You can look at the "workflow" page to get a sense of how Task is intended to be used in STU 3.
For advanced directive, you have a few options. You could use Flag if all you want to say "there's an advanced directive" and point to a Binary for the PDF or other representation. If you want more discrete data, then you might look at either Contract or Consent to see if they provide an appropriate foundation. If not, then you may be stuck with Basic for now - and we'd welcome your feedback on requirements that would keep one of those other resources from meeting your needs.