Are you referring to heading hold, or clicking the center of the knob for heading select?
Hold locks you on your present heading.
In “hold” you should be able to click the center of the knob to get into “heading select” and rotate it to a new heading.
To get LNav after engaging heading select, you would have to fly an interception course to the flightplan, with LNav selected, and then heading should release when you have successfully intercepted the planned course.
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