Ok, I understand better what you want.
So you need to explain to the computer which animation to play for every possibility of movement. There are always many ways, but in my projects, and I am not some super expert, I am using angles to do that.
To do this you need to picture in front of you the angles: 0 is on the right side, -90 is up and 90 is down and so on.
So you need to setup several events to cover each range and you say:
If the angle(Player.X,Player.Y,Mouse.X,Mouse,Y) is between 0 and -30
If the angle(Player.X,Player.Y,Mouse.X,Mouse,Y) is between 0 and +30
go right
and set animation to "right"
If the angle(Player.X,Player.Y,Mouse.X,Mouse,Y) is between 30 and 70
go top right
and set animation to "top right"
If the angle(Player.X,Player.Y,Mouse.X,Mouse,Y) is between 70 and 110
go up
and set animation to "up"
etc
it will also help you to put a temporary text showing current angle on the screen so you can solve bugs around angle 0
good luck