Greetings, I don't think any of them walk diagonally, it depends more on what you prefer to do with them, the version without arms are only made to go forward, but that's fine for walking in all directions.
About making 8 directions, I've talked about it before with many people and besides it would take forever to make them, very few would take the trouble to use them because for them it would be much more work.
Thanks for your comment n.n