* Automatically convert direct mode repositories to v7 with adjusted
  unlocked branches and set annex.thin.
* init: When run on a crippled filesystem with --version=5,
  will error out, since version 7 is needed for adjusted unlocked branch.
* direct: This command always errors out as direct mode is no longer
  supported.
* indirect: This command has become a deprecated noop.
* proxy: This command is deprecated because it was only needed in direct
  mode. (But it continues to work.)

Also removed mentions of direct mode throughough the documentation.

I have not removed all the direct mode code yet.