There are not canon words for "West" and "South," but there is a canon way to convey those concepts. You can use the prefix vo-, meaning "un-" or "opposite of." (For more info on opposites, click HERE.) So, if the word for "North" is brom, then you can say vobrom (lit. "un-North") to mean "South." Similarly, as the word for "East" is jer, you could say vojer (lit. "un-East") to mean "West."

Alternatively, you could use the fanmade Legacy words for "West" and "South," though the Legacy dictionary has been all but retired, even on this site. Legacy is generally only used for personal projects, and is only understood by a few people nowadays. The Legacy word for "West" is wer, and the Legacy word for "South" is stum. However, the thuum.org game The Labyrinth, which can be found HERE, uses welkand for "West," and sedin for South, though those were later replaced by the updated Legacy translations. Again, Legacy isn't really used, so that's kind of a moot point.