Is there any direct bus or must I change bus at Daegu ?

No direct bus.
You'd need to take express bus from Jeonju to Daegu (Dong-Daegu terminal), take Daegu Metro Line 1 from Dong-Daegu to Seongdangmot station where Daegu Seobu Terminal is.
That's where you catch a bus to Haeinsa.
Haeinsa is within a small national park that is very scenic and might be worth it if you have time to hike and explore. The typeface plates are kept in cages, and they do not take them out regularly. Also, this is not their original location.
Have you considered visiting Maisan Provincial Park? Not far from Jeonju, and a scenic and cultural wonder.

Thank you.
Is 6 hrs enough to do it starting and returning to Daegu ?
#2, what's there to see in Maisan ? Any good link ?

I cannot tell you how many hours are 'enough' for your entire trip to and from the temple, but I can tell you that taking metro from Dong-Daegu to Seongdangmot over 12 stops takes about 20 minutes, bus to Haeinsa departs in roughly 40-minute intervals, and the ride takes about 1.5 hours, and the last bus out of Haeinsa back to Daegu will be at around 19:50.
You can do the math.
I first heard about Maisan through the Michelin Guide which ranks it among the top things to see in Korea "Worth a Journey." I then saw it on a CNN list of the most beautiful places in Korea and decided to make a circuit that included it.
I'm always trying to walk a fine line between knowing enough about a place before I visit, and trying to avoid knowing "too much," always wanting to be surprised. I try to avoid too many photos, etc, preferring to be intrigued by a description alone.
Maisan Provincial Park contains two very oddly shaped mountains - they are more like enormous rocks in the shape of donkey's ears. Sandwiched between these abrupt mountains is a temple around which a hermit, over the course of many years, erected about ninety pagodas. It is a place of extreme beauty, devotion, and wonder. Very unique, I am not sure there is anything quite like it. It should be easy to get to from Jeonju. There are places to stay right at the foot of the park and places to eat right near the temple so you could eat before your hike back. The trail to the peak was closed when I was there, but theoretically might open back up this year. I imagine that would be very strenuous.
Link, description from the Rough Guide:
http://www.roughguides.com/destinations/asia/south-korea/jeolla/east-jeonju/maisan-provincial-park/
Haeinsa alone doesn't really take much time to see - though from there I suppose you could go hiking to some other sites with a good map of the Gayasan National Park.

Thank you for the info.
Daegu is not in my original plan but looks like I may have to stay 2 nights here because of Haeinsa Temple; after that I will head to Andong for Hahoe Folk Village and Dosan Seowan.
What's there to do in Daegu beside visiting Seomun Market, Herbal Medicine Market & Yasigomok area. Is Greenvill Spa good for a visit ? All these places look well located within walking distance.