I was in NAV mode before.
I was just not using heading selector on runway and believe its not an obligation. I was taking off smoothly by following takeoff degrees and configuring FMS as required (weight calc, SID Procedure, PERF. etc. ) just after engaging AP it was going directly right turn instead of following waypoint path.
I performed some tests by using heading selector before engaging NAV mode, using HDG selector and AP it followed heading degrees smoothly. Performed another test without heading selector and its also following waypoint and path smoothly.
So problem was not my game controller or heading selector, problem obviously was UTF setting on windows ? I have read it on another form it was effecting D0 D1 entries ?.. I had same unknown waypoints on my FMS and tought maybe this problem effecting my FMS so decided to disable UTF-8 and all issues gone… It was not a controller problem, it was not a because of me…
It seems, region settings were causing some issues on FMS route calculations. Anyway, problem seems to be resolved. Thank you all for replies.