when an episode of a show is directed by one of the cast; who directs the scenes that the person is in? Alan Alda with MASH for example.

I could be wrong about this, but when a show claims to have been directed by a cast member, I seldom picture them sitting in the director's chair. I tend more to envision the rest of the cast has simply become exhausted dealing with with their stubborness, and has simply yielded to their will. So they give the title to the victor.

Writer/director Ken Levine addressed this recently:

http://kenlevine.blogspot.com/2021/01/friday-questions_15.html