It depends on what you mean by correct. I think it is grammatically correct, so that the meaning would be communicated, but it does sound like an odd, or convoluted way to say it. I am guessing that the meaning of directly is immediately, or very soon. If that is true it would be odd to say that one person, then the other will call a third person directly, because that second person will obviously have to wait until the first person is done calling-- so it would not be directly. Also it brings up the question of why the first person does not just hand the phone to the second person who wants to talk with the sister. That is what I would expect if the speaker and the sister-in-law were in the same place. If they were not in the same place, how would they coordinate the calls so that the sister-in-law would call first?