A crucial feature not widely accounted for in local helioseismology is that surface magnetic regions actually open a window from the interior into the solar atmosphere, and that the seismic waves leak through this window, reflect high in the atmosphere, and then re-enter the interior to rejoin the seismic wave field normally confined there. In a series of recent numerical studies using translation invariant atmospheres, we utilised a "directional time-distance helioseismology" measurement scheme to study the implications of the returning fast and Alfv\'en waves higher up in the solar atmosphere on the seismology at the photosphere (Cally & Moradi 2013; Moradi & Cally 2014). In this study, we extend our directional time-distance analysis to more realistic sunspot-like atmospheres to better understand the direct effects of the magnetic field on helioseismic travel-time measurements in sunspots. In line with our previous findings, we uncover a distinct frequency-dependant directional behaviour in the travel-time measurements, consistent with the signatures of MHD mode conversion. We found this to be the case regardless of the sunspot field strength or depth of its Wilson depression. We also isolated and analysed the direct contribution from purely thermal perturbations to the measured travel times, finding that waves propagating in the umbra are much more sensitive to the underlying thermal effects of the sunspot.