In the Multi-channel funnel (MCF) report there are separate metrics for attribution models First Interaction and Last Interaction, these include data for the direct channel.
All other reports represents goal and transaction conversions according to the standard Last Non-Direct Click attribution model, ignoring data for the direct channel.
Read more about the attribution models in this Google help article.

Data processing can take up to 48h for non 360 customers, read more here.

We download 2 years of historical data per default from the day you connect your Google Analytics data source. If, however, your GA view was created after that or you have a shorter data retention that will set how far back we go.