Sounds like an automation-related problem and not flight control related problem.
I don’t think VNAV is working in the C208. Source: Autopilot still a problem for me - #2 by Sjonca
If VNAV is important for you, find an aircraft where it works. Example: Working Title CJ4 Release cj4-v0.10.0 · Working-Title-MSFS-Mods/fspackages · GitHub