CRJ missed approach hold

I have been trying to learn how to fly missed approaches in the CRJ’s and have been thumbling around.
When I have the missed app visual setting enabled on the screen, and when I perform a go around, it sill shows up on the screen in that aqua color, is there a button that enables it so the autopilot will follow the line in nav mode?
At on particular missed approach, there is a VOR hold above the airport but when I select hold and add in the VOR and execute, I end up with both the “aqua missed approach” one and a new ‘white lined one’ and my aircraft just does these sorta half turns as it goes further and further away from the airport/VOR hold.
Is there something I’m doing wrong or is that sort of thing not quite implemented and I need to manually fly it?