the directive or written policy?
In the military, you were taught to obey all lawful orders.
For example, the oath an officer takes upon commissioning reads:
I, ______________, do solemnly swear (or affirm) that I will support and defend the Constitution of the United States against all enemies, foreign and domestic; that I will bear true faith and allegiance to the same; and that I will obey the orders of the President of the United States and the orders of the officers appointed over me, according to regulations and the Uniform Code of Military Justice. So help me God." (Title 10, US Code; Act of 5 May 1960 replacing the wording first adopted in 1789, with amendment effective 5 October 1962).
However, the UCMJ requires you to refuse to obey an UNLAWFUL order, such as, "kill a non-combatant", "rape a child", "beat a subordinate for disobedience", etc...
Back to your question, a written company directive, or corporate policy supersedes an oral instruction from a supervisor.
The place to make such an argument is not with the supervisor, but with a manager above the supervisor, or as otherwise laid out in your corporate hierarchy.