My textbook has this example. It states that the existence of all directional derivatives at a point need not imply differentiability. However, in this previous question I was looking for some clarification-the theorem states that if the partials exist and $f$ is continuous then it is differentiable. Now wouldn't the existence of the directional derivatives imply that the partial derivatives exist? Hence if we have the directional derivatives and $f$ is continuous can we assume that the derivatives exist?
You are right on the fact that if all directional derivatives exist than the partial derivatives exist also. But to guaranty the derivability of the function we need also continuity, and the examples in your book are just of functions that are not continuous at $(0,0)$.