I haven't used the 8 way movement behavior lol...
Anyways, I might go about it by creating a first condition for the direction, lets say left...
Left pressed -Blank
(sub event)Up pressed or down pressed -Set Animation (left)
And then another condition
Up pressed -Set Animation (up)
Xleft down (inverted)
Xright down (inverted
And the same thing for down....
I hope that helps, I haven't tested it in a similar project.