Try this. Open up your Harmony software, go to the devices tab, find your receiver and click "customize buttons". If it's not right there (I'm doing this from memory) click "settings" and you'll see "customize buttons". Scroll down the hard buttons and see what is the default for the direction buttons. I'm not sure about Marantz but I have to change these all the time on Yamaha's. Instead of direction up/down, they put in Tune up/down. Change the buttons and it should fix it.
If the buttons have the correct labels (but still don't work) it probably means that the geniuses over at Harmony mislabeled or learned the wrong commands.
My next step would be to turn on the system with the remote, go to "devices, AV Receiver" press menu and then try every button (hard & soft) until you get it to do what you want (write down which buttons worked) then go back to the software and reassign the direction buttons.
After that you may have to call Harmony or find someone here who knows how to enter hex codes.