You are correct in your understanding that at least one line of the directions must appear on the same braille page as the exercise that follows. Whether you move one line of the directions to the next page, or the entire direction paragraph, is really up to you. There is no requirement that the whole direction paragraph is moved to the next page. If you are taking the Nemeth test, follow the rules.
The BF guideline about keeping questions and answers together does apply to Nemeth transcriptions.