Deza digraphs were introduced in 2003 by Zhang and Wang as directed graph version of Deza graphs, that also generalize the notion of directed strongly regular graphs. In this paper we give several new constructions of Deza digraphs. Further, we introduce twin and Siamese twin (directed) Deza graphs and construct several examples. Moreover, we classify directed Deza graphs with parameters $(n,k,b,a,t)$ having the property that $b=t$. Finally, we introduce a variation of directed Deza graphs and provide a construction from finite fields.