Has relativity of simultaneity been directly observed?

I think the answer to this depends a lot on your definition of "directly." Relativity of simultaneity is built into the Lorentz transformation, and Lorentz invariance is one of the most precisely tested physical theories in all of history. Essentially you're asking for an experiment that verifies one element of the matrix involved in the Lorentz transformation, but every element of the matrix is present in all cases. I would consider the Sagnac effect to be a fairly direct test, and the Sagnac effect was one of the effects observed in the Hafele-Keating experiment, as well as many other, earlier tests of relativity. Every time you fly on a commercial jet, you're benefiting from a ring laser gyro, which works based on the Sagnac effect.

The most direct experiment confirming this is the Kennedy-Thorndike experiment. It used two different length arms so modifying the Michelson-Morley experiment that had shown that no local "aether" explained observations calling for an explanation that Einstein provided. P.S. If you want seek more technical explanation of the methods, it is readily found on the Web using those names.