If I am understanding your issue correctly then it’s not just a G1000 problem. You can’t Direct To any points that are parts of an approach within the sim currently with any plane to avoid the arc, iirc.
I believe there are a few work arounds where you manually type/input in the waypoint you’d like to go to, direct-to that point, and then the gps will pick up the leg from there I think. There was a post and video someone did yesterday that explains this but it was for the G3000, which i think also should also work for all fms/gps systems in game. I wish I’d have saved it for ya.
I.e. you are on the right thought logic here, but try adding a waypoint between your two airports. And that that waypoint being the where the arc ends. So based on your screen shot, manually add AWINY between KCOI and KTIX. It’s probably a pain to do so mid flight in the g1000 compared to the g3000 though.
Edit: Found the video for ya. And here’s a similar thread to vote.