Spa Directional Valve: Directional valve consists of several major parts other than the housing. Typically you only replace these parts and leave the housing intact. 

Top part is the handle; pull to remove. Next is the base. Simply unscrew like a jar lid. (turn off power before replacing)

This will expose spacers, o-rings, and directional valve. NOTE these and their order because if you lose, the valve may leak when reassembled.

Lastly is the valve. Simply pull up and out. If debris is holding the valve in place, you might have to use some muscle. But it simply pulls out. Also not direction when removing.

FYI: Where did the stuff come from that makes turning the valve hard or impossible? Usually its a sign that your "socks" or suction covers are missing. These suction fittings in the footwell of the spa need "covers" that screen out small grit and sand. If you have lost yours, you can find them on this site.

Air Control Button: In most cases you only replace the top visible hardware and the center core. You keep old housing in place. To replace the housing requires more parts

Turn power off. Place your hand flat on the existing button. Twist to left and the base and button will release. Note o-ring. Now you will see the white center core. Pull up and out. If you look inside you will see on the bottom of the housing a check valve. Usually replacement of this is optional but it too pulls out. Do same with new button and reverse.

Waterfall Assembly: This can be a bit challenging. You have to remove the side panel next to waterfall. You likely will see foam. You have to remove the foam to expose the underside of the waterfall area. When you do, you will see 2 bolts and the hose that clamps onto the waterfall. If you have, you will also see the cord to the waterfall light assembly.

Disconnect the hose from the barb. With limited space it can be a challenge but its doable. Once done, remove bolts and remove waterfall.