Easy one:

Can I still use Primary Directive within the chain of Roy Harper's stun effect if the resource he blows is the fifth one?

KO'ing the resource is part of the cost to play Roy Harper's power, so once you have put that on the chain, you only have 4 resources. You cannot play Primary Directive unless you have 5 resources, so you cannot play Primary Directive after you have played Roy Harper's power and KO'ed your 5th resource. You could play the Primary Directive and respond by playing Roy Harper's power, however.

Okay, so I play the PD first, then Roy stuns, then it checks for the all-characters-stunned condition? (this is fun)

The "if" clause isn't required for you to play the PD, so it won't check until the PD resolves. The "if" clause must be true at that time and, since Roy's power resolves before the PD, they will control no non-stunned characters (assuming you were targeting their only remaining unstunned character, of course) and you will draw the cards.

Yes I will. I promise.