I know how to make an event walk from under a player but for that special location, it can be accessed by 3 sides.

Is there a way to make it like:
If player comes from X1 Y1 event walks north
If player comes from X2 Y2 event walks south
If player comes from X3 Y3 event walks west

?

I'm looking through the options but I don't see anything close to that so I guess that if it's possible it might be some complicated coding lol.

I'll give you a hint: set two variables as you can see here:

Variable[0001] = Player X
Variable[0001] -= This Event X

Variable[0002] = Player Y
Variable[0002] -= This Event Y

Variable[0001] will be lesser than zero if the player comes from the left, greater than zero if it comes from the right;
Variable[0002] will be lesser than zero if the player comes from above, greater than zero if it comes from below;

Put it in a couple of conditional branches and here you go

I hope this can help, feel free to ask if I wasn't clear enough,

Jens