Prova questo:
SELECT m.director
FROM movies m
LEFT JOIN stars_in_movies sm ON m.id = sm.movie_id
WHERE sm.movie_id IS NULL
AND sm.star_id = %s
la seconda domanda
SELECT first_name, last_name
FROM stars s
LEFT JOIN stars_in_movies sm
ON sm.star_id = s.id
WHERE sm.star_id IS NULL
AND star_id = %s
