I'm having some troubles with the Mapillary JOSM plugin too, specifically with editing photo's direction. I'm able to do other things I need with it.
But I'm not able to adjust the direction of the photo at all.
Is this perhaps because my photos are missing the direction tag?
The photos are taken with OSMTracker and hence have only coordinates. The plugin does show a North up arrow on each photo, though.
I don't see any documentation/advice on how to adjust the direction on the plugin wiki page, only a notion that modifying photo direction is possible (https://wiki.openstreetmap.org/wiki/JOSM/Plugins/Mapillary#Features)