When did you arm the approach mode?
Can you post a START screenshot? I couldn’t find any actual one which contains ODILO or or C102.
I haven’t come across this problem, maybe because I used to fly older aircraft IRL which couldn’t intercept the ILS directly from FMS/GPS and required heading mode first and switching the Nav 1 to the ILS.
Maybe this works for you as a workaround (and the way you have to do it on older aircraft)
1.When passing the last waypoint before intercepting the ILS, switch to heading mode and select a ~30° intercept heading.
2. Make sure that Nav1 is tuned to the localizer frequency, the ILS is being displayed and arm the approach mode.
This way is also a good way to establish on the ILS in your above case. Once the AP doesn’t fly direct to the waypoint you want in nav mode, switch to heading mode and navigate to the waypoint manually.