If you decide to use the following settings in site ini

The templates will be compiled and the anyDirYouWant will be set under the root folder, not var.

If you try to clear caches with ezcache.php, the compiled templates under anyDirYouWant won't be cleaned at all since the are outside the vardir.

I guess it's important do determine if the bug is from ezcache by not being able to clean the compiled templates or from SharedCompiledTemplatesDir not being created under the cachedir.