Look at the map directions carefully – from the point of view of the person in the maze. So, for example, the map with the yellow 'x' is: right, forward, left.
If you're still having trouble, make sure to refresh the itch.io page, then load the game and go to the initial 'Labyrinth' starting screen. Look for the word 'puzzles' in the description and click that 3 times to get the super secret Labyrinth walkthrough! Just don't tell anyone else ok?
I might add something in for 'Sticks & Stones', but it's a lot less puzzly than the first game. You won't need a walkthrough for 'Treasure of the Deep'.