We derive a vector generalization of the curvature-corrected Cramér--Rao bound (CRB) in the nonasymptotic regime using a Hilbert space square-root embedding. Building on previous scalar results, we establish a \emph{directional} curvature correction derived from the second fundamental form of the model manifold. To obtain matrix-valued refinements, we formulate sufficient conditions for a conservative matrix-level correction using a semidefinite program (SDP) based on sum-of-squares (SOS) relaxations. The framework is rigorously illustrated with two distinct geometries: (i) a curved Gaussian location model, which reveals a characteristic \textit{pinching effect} where directional bounds vanish along principal axes despite non-zero extrinsic curvature and classical subspace-based bounds using the second-order Bhattacharyya matrix provide overly optimistic variance predictions that fail to account for the manifold's directional topology, and (ii) a spherical multinomial model where the curvature is isotropic. Our results demonstrate that while classical second-order corrections using the Bhattacharyya matrix provide useful benchmarks derived from the local coordinate basis, the proposed directional and SOS-certified bounds offer a more faithful and geometry-consistent representation of the directional sensitivity and fundamental limits of estimation in curved statistical families.