codah looks to have a solution there.
I would also agree that a single sprite would be better here. Then you could just make 4 animations based on the 4 directions. Once a direction is chosen, you can then use the Set Animation action to change what direction animation is playing.
Also for smaller lists, an easier expression for random lists of things is the choose() function:
i.e.: choose(1,2,3,4) - for direction
choose ("SWalkUp","SWalkDown","SWalkLeft","SWalkRight") - For random animation (but keep in mind you have to then move in the correct direction as well)