Emphasizing the fact that you always have to be under positive lateral control, once the controller begins vectoring me [therefore I am no longer under GPS control], I give my best guess estimate as to where that intercept will take place. If I have a high confidence in where ATC plans to intercept me, I will activate the leg right then and there. The leg I choose to activate is the one I am more or less pointing at. If I'm on the downwind parallel to the inbound, I'm probably waiting. If I'm headed towards an intercept but still outbound, I'm activating the leg I'm abeam. In the real example I provided (it was RNAV 28 to I93 ->
https://skyvector.com/files/tpp/2304/pdf/10748R28.PDF), when the controller told me to expect vectors, there was really only one option to consider that is the leg from MCHLL to BOITE, as BOITE is the FAF and they have to vector you to intercept x miles outside the FAF (Noam said 3nm in his video but I could have sworn it was 2nm). The plane I flew was using Garmin 430W as the primary nav instrument.
Activating legs keeps the entire flight plan whole in the Garmin 430/530/G1000 (I think 650/750 as well but it's been over a year since I've flown these). Changing anything just requires going back into flight plan page, selecting the fix you wish to activate the leg to, and menu->activate leg. If you've never done this before, I advise you to practice this in either VFR with a safety pilot or on the Garmin sim.
Had I activated vectors to final or not loaded the entire approach, each instruction would have been an incredible bear to deal with.