Quran 2.177: Piety does not lie in turning your face to East or West: Piety lies in believing in God, the Last Day and the angels, the Scriptures and the prophets, and disbursing your wealth out of love for God among your kin and the orphans, the wayfarers and mendicants, freeing the slaves, observing your devotional obligations, and in paying the zakat and fulfilling a pledge you have given, and being patient in hardship, adversity, and times of peril. These are the men who affirm the truth, and they are those who follow the straight path.

There is a direction of prayer, but Muslims do not conceive God to have dimensions, so He is not in any direction.

So literally, when you pray ( if you’re speaking from experience), where does your intention go?

If a prayer is an internal call, how is it directed?

When I make the intention, I'm not sending it in any direction, since I don't believe God is in a direction. Rather, since He is All Hearing and All Seeing, it is sufficient for me to make the intention for Him to know it.

I hope that helps answer your question.

Muslims pray towards the Kaaba (the house of God, built for him by Ibrahim (Abraham)) which is in Mecca, Saudi Arabia. So people across the world face different directions.