Jerry forgot to activate the approach, he eventually activates the approach after he blew through final, as he was turning back to the final approach course. If you don't activate the approach the autopilot doesn't know where to go, that's why he blew through final.
He also talked a few minutes before about pressing the heading button and the nav button together to intercept the localizer. His BIL Mike, told him this. But I'm thinking Jerry misunderstood Mike, Mike is pretty sharp. I'm talking from the G1000 perspective *(see what I did there?) should be similar for Jerry's avionics, anyway, if you are on vectors, you would have heading mode selected on the FMS. If you are told to intercept the final approach course while on vectors, but not cleared for the approach, you can, while in heading mode, with vectors to final activated, press the NAV button to arm the nav mode. The FMS will continue on the vector and turn onto the final approach course. The FMS will fly the final approach course with out vertical guidance. When you are cleared for the approach, you arm the approach mode, and you get vertical guidance. None of it will work though if you have not activated the approach. Jerry needs some more time with an instructor who knows his avionics.
.................just sayin...……….. 
