Nadir for a craft orbiting the Earth would be radially in, is nadir always pointed towards the Earth or is it pointed towards the celestial body that the craft is orbiting?
Nadir is always pointed down to the object below. In more rigorous terms the nadir at a given point is the local vertical direction pointing in the direction of the force of gravity at that location. (see for example Wikipedia , Merriam Webster)
For a satellite orbiting the moon, the nadir vector would point at the moon surface. For a satellite orbiting Mars it would point at the Mars surface.