I am not to sure what you describe but here is what I do and that hasnt failed on th C208:
When I see that the localiser and Glideslope are active I make sure I am switched from GPS to VOR (NAV mode) (although I tend to be in NAV mode from the start)
Then I engage approach. When I get the 500ft warning I switch off the Auto Pilot and land manually.
You mention VR which, if you mean Visual Flight then it would of course drop the approach.
If with VR you mean Nav mode then the above may assist.