If you are a director you may or may not be deemed to be an employee. This is a quesiton of law based on various factors, including the type of engagement you have (e.g. service agreement).
PAYE is also a good indicator that, as well as being a director, you are acting qua employee. As such, to the extent you qualify for redundancy, then you can probably claim it.
However, consider this very carefully: if you claim redeundancy pay when the company goes t*ts up, will you be discharging your duties as a director to the various creditors of the company?
I suggest you seek proper advice on this one!