Hi Leon,
Looks like a few factors at work.
You asked about direction_id 0/1 vs Northbound/Southbound. 0 and 1 are valid direction_id values. Northbound and Southbound are not, so calls that use those won't filter by direction.
You may already be aware of this, but you're getting all service at the station, not just orange line service. To filter out bus routes that begin or end at Wellington, add flter[route]=Orange.
Those bus routes are why you're seeing some null departure times. Those are trips for which Wellington is the last stop, so the vehicle arrives there and is then out of service. It doesn't depart, at least not in service on that trip.
Other than that, arrival_time and departure_time will currently be the same for most modes, but can be a little different for commuter rail, reflecting the actual expected arrival and departure times. It's possible that they'll differ for other modes in the future.
Hope this helps!
Sincerely,
developer@mbta