Formally, course is not commanded using compass directions (north, south, east, west) in mil-speak, too long and too easy to mis-interpret. You rather give the course in degrees, 0° heading north, going clockwise 90° east, 180° south and so on. So in a proper military order, the terminology would be
Neuer Kurs: 0 Grad!
Or, even more snappy:
Kurs 000! (null-null-null)
See here: https://de.wikipedia.org/wiki/Kommandos_in_der_Schifffahrt
Kurs Nord and Richtung Norden would be fine, but don't really sound professional. The "German friend" who said "Segeln Norden" should undergo a thorough background check - He might be spying for some foreign power, because that is definitely not German.