Sometimes confusion arises because there are two different systems of classifying cardinal directions in Japanese. There is a system which uses the Western style of emphasizing North/South as the first part of the word. This is the dominant system in Japan now. But there is also a system which apparently originated in China which emphasizes East/West in the first part of the word. This is disappearing and some of the cardinal points are not used much (if ever) now. Here is how the two systems differ.
Western System
N 北
NE 北東
E 東
SE 南東
S 南
SW 南西
W 西
NW 北西
.................................................................
'Chinese' System
N 北
NE 東北
E 東
SE 東南
S 南
SW 西南
W 西
NW 西北
As mentioned, the Western system is dominant but there are cases where the Chinese system is still used. For example, you get names like 東北 and 東南アジア whereas the term 西南 isn’t in everyday use. I think you will still find all the 'Chinese style' directions listed in a dictionary, but they have been superseded by the Western system for the most part.