Document library add direct access users with customized access level

Hello Every One,

Wish all of you stay safe.

I am new to Sharepoint. I created a sub site and the document library is shared with external users through direct access. I created a new permission level as"Edit not Delete". With direct access, I have only two options as Edit and View. How can I add the customized permission in the direct access drop down.

Thank You

Santhi C