ILS engagement

but i’ll take a stab in the dark.

1 - are you on VLOC mode when capturing the localizer?

the ifd has automation to change from GPS to VLOC but i prefer to do that manually and control when i go to radio nav guidance.  

failure to do so will mean that if you go missed the GPS may not have the missed leg active.  and you wont get missed guidance.

when you are being vectored to final you will always be on HDG mode, since you are following vectors.

the controller will often tell you “Fly HDG 120, vectors to the approach” .. or something similar, this is a clue that you can now expect vectors to join the localizer, and you can switch over to VLOC. — its possible that they will change their mind and then give you a direct to fix instruction, but more often than not you can expect vectors to join the localizer. 

i turned off automated switching from GPS to VLOC on the IFD because it can cause the GFC500 to go into ROL/PIT mode if the switch happens when you are in NAV mode.  — so its best to control the switch from GPS to VLOC manually.

most of the time, while on vectors i’ll get cleared to capture the localizer on some heading, i’ll set the heading, and then arm NAV when close enough. — the GFC500 should fly the heading and then capture the localizer. — i double check that the GPS is sequenced into the proper leg of the approach, its not super important which leg, as long as its the leg you are currently on or a leg further ahead on the approach.

wait until you have vertical guidance before arming APR. — the GFC500 will then capture the vertical guidance and ride the GS down.

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If you got something wacky like, “Fly direct XYZ and capture the localizer”, then i would do the following.

DIRECT XYZ ..  once the GFC500 was on a direct path to XYZ i would sync the HDG bug, and enter HDG mode, and then switch over to VLOC, and finally arm NAV to capture the localizer. — then arm APR once vertical guidance was available.