Ah okay I think this wasn't clear in the documentation - for lines where there is a choice but you DON'T change any variables (BUT on other lines in the dialogue you HAVE) then you need to set:
myChangeVars = -1;
for those lines. That basically means there won't be any variables changing in those lines.
Also, for the changing variable thing to work, you have to give a SPECIFIC instance ID in that argument. You'd given just an object_index, but the function variable_instance_set requires an instance ID. So at the very top when you set the diretor to an object, you can use instance_find to get the ID (hopefully there's just one instance of that object. If not, you can use "ID" to refer to itself).
Also as a note, you'd forgotten to put the "breaks" after your other cases :)
I've put all the changes into this pastebin: