Cant access my direct query code

Just a clarification: that isn't a "Direct Query Statement." You just keyed in a SQL statement in the Advanced SQL screen.

As to why you have no gear icon I don't know. I just did the same and the gear icon is ther on my source. I am on the December 2019 desktop.

It isn't pretty, but if you click on the Advanced View in Power Query on the Home Tab, you'll see your statement and can edit there.

That said, try to avoid using the Advanced SQL screen at all for a few reasons:

1. You have to edit raw SQL to change it, and there is no help in that box or a way to test. You will often pop back to SSMS or whatever your query tool is to modify and copy back.
2. You cannot do further transformations at all if using Direct Query because Power Query cannot add transformation query folding to a manual SQL statement
3. You can do further transformations using Import Query, but 100% will be done on the client or gateway, which may not be as efficient as letting the server do it if the additional transformations would otherwise fold - Group By, Rounding, simple if/then/else statements, removing/adding columns, and dozens and doznes of others. For example: Your first transformation was to Remove Columns. That will not fold if the step before was a SQL statement, so you are forcing the client to import ALL of the columns, then drop the ones you want to remove vs having the server just return what you want.
4. You will never be able to use Incremental Refresh if your query has manually crafted SQL statements. The service must be able to manipluate the SQL statement via folding to perform the incremental refresh.

There are other reasons, but those are the key reasons. Always always try to do 100% of transformations in Power Query. Your solution may be to create a View in your database with some custom SQL statement, and that is fine, as Power Query can still connect to the view and perform query folding on that.