The Directory URL is delivered via TFTP, as the phone initializes and downloads it's configuration file.
Three possibilities to check:
1. Did you perform a Reset on the phone in question that is not receiving the new URL?
2. Check the phone's configured TFTP server setting, is it correct for your environment?
3. Has the Directory URL been overridden on the Phone device configuration in CUCM? You can override the setting on an individual phone basis.