Same, except in 4-1 I used a recursive function to traverse each direction according to the offset decided by the selected direction (like SW is row++,col–) , due to functional programming induced brain damage.

Would have been pretty useful too if 4-2 turned out to be about finding longer patterns, instead of smaller and in half the directions.

Inlined some stuff to fit everything in one function:

let rec isXmas (row:int) (col:int) (dir:int) (depth:int) (arr: char array2d) : bool =
    let value = arr.[row,col]
    if depth = 3
    then value = 'S'
    else if  [|'X';'M';'A';'S'|].[depth] = value
    then
        let (nextRow, nextCol) =
            match dir with
            | 1 -> row + 1, col - 1
            | 2 -> row + 1, col
            | 3 -> row + 1, col + 1
            | 4 -> row, col - 1
            | 6 -> row, col + 1
            | 7 -> row - 1, col - 1
            | 8 -> row - 1, col
            | 9 -> row - 1, col + 1
            | _ -> failwith $"{dir} isn't a numpad direction." 

        let rowCount = arr |> Array2D.length1
        let colCount = arr |> Array2D.length2
       
        if nextRow >= 0 && nextRow < rowCount && nextCol >= 0 && nextCol < colCount
        then isXmas nextRow nextCol dir (depth+1) arr
        else false
    else false

Then you run this for every appropriately pruned ‘X’ times every direction and count the trues.