Most missed approaches start with a leg to climb on runway heading to 400 AGL.  Although they are not typically represented on a paper chart, those legs are specified in the navigation database from Jeppesen.  In the KOCF case, as you noted, that first missed approach leg is followed by a 355° course leg to the hold fix and then the hold.

The missed approach should have been inactive until you passed the FAF.  At that point, with Auto-Enable Missed selected on the setup page, the system would have enabled the missed approach.  Once you sequenced the MAP and went missed, the climb leg would have become active, thus causing the system to present the "Manual Sequence Req'd" alert and the associated "Sequence Leg" LSK on the plan page. When you pressed the LSK, that should have made the 355° course leg active and then guidance would be provided to steer along that leg.  I'm not sure why you would have seen white dots presented for the missed.  We couldn't reproduce such behavior.

You mentioned that you couldn't go direct-to the MAP, but there is no restriction on doing that, so I'm not sure what steps you might have taken. I wonder if you instead meant to say "MAH", but there's no restriction on that either.  Doing a direct-to the hold fix wouldn't activate the hold, but the leg prior to the hold.

Did you see the white dots on the IFD display or a secondary display, such as an MFD?

Here are some screen shots of our attempt to reproduce this.  The first shot should look familiar as it is just after sequencing the MAP and before the Sequence Leg LSK has been pressed.  The second shot is what you should have seen after having pressed the LSK.  Notice that the leg to the hold fix has become active.

The climb to 400 AGL legs occur on all kinds of approaches, not just ILS and LPV.  Those legs are included by Jeppesen as a result of database coding rules specified in ARINC-424.

The "Manual Sequence Req'd" alert is issued because your system does not have a baro altitude input wired into the IFD.  Since the IFD doesn't know your baro altitude, it does not know when to sequence those legs.  So, we count on the pilot to notify the FMS when the specified altitude has been reached.  You don't see that alert in the simulator because the simulator assumes that it has a baro altitude input.

We still don't know why you saw the white dots on the IFD.  About the only thing we can imagine that is you re-activated a leg on the approach that was before the FAF (or to the FAF).  When you are on a leg in that part of the approach, the missed is disabled again until you pass the FAF.  I would encourage you to try this approach again now that you are more familiar with what to expect.  If it still happens, then we can get logs from you and figure out what's happening.