Beechcraft Bonanza Professional+ autopilot help requested

Looking for some assistance with the Beechcraft Bonanza Professional A36 autopilot.

I am able to engage it, it follows my course, waypoints etc, and will get me lined up (sort of) to the runway. Here is where I run into problems-

I will have already put in the ILS (for this example, Runway 8, KJAX is 110.70), I know that unlike the G1000 in the C172, I have to manually fly to land, no biggie. What I am having difficulty is with the HSI. When I am close, I choose approach on the AP, and when I am close enough the glideslope engages, however, the horizontal portion is ALWAYS over on the left, then when I am passing over the edge of the runway, it goes all the way to the right.

What am I doing wrong?

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