It is a very real problem that I also have dealt with for many years. I tried and tried unsuccessfully to pare it down to a smaller focus. My directions go in multiple formats and multiple concepts and are seemingly unrelated. Any concentrated time on one project leaves the other projects gathering dust and making no progress.
I came to a few personal realizations over time. Number one is that it is just the way I work. If I change it I cause myself a lot of frustration. My way of working tends to be..... get inspiration on one project and make some new work until the inspiration goes flat and I find myself having inspiration in another project. I have realized that is the sound of my own wheels and just accept it.
The other realization I have had is that it is not so important to complete a long term project in order to exhibit the work. You can look at your directions and projects as life long, and when you exhibit, you exhibit a bit of everything or anything you want and don't worry about it all being the same.
Another realization that I had and is obvious is that there is indeed a real common thread running through all your work, it is you. Eventually or ultimately your style or vision or sensibility will start to become clear in all your work.
Personally I am a bit envious of people with less directions and are able to focus on a single way of working without getting bored. I think the single focus and repeated imagery gives them a stronger sense of identity and is less confusing to people who like their work. It is what it is though and you have to do what you do and if you work in multiple directions then exhibit multiple directions together. IMO