I just checked on my FSM-GA in 2020, and the APR button is bound to the game control: “Toggle Autopilot Approach Hold” and it works as it should for me.
Same thing applies to NAV, which is bound to: “Set Autopilot Nav Select” and also to “Autopilot Nav1 Hold” for some reason. I’m sure only one of these is necessary, but it definitely works as it should.
For VNAV, that control doesn’t work in MSFS 2020, in that there is no in-game control for VNAV or ‘Vertical’ anything, beyond ‘Vertical Speed.’
The solution is to use spad.next or Mobiflight, and bind it through that programme, as they both offer you all the controls that are missing in 2020. Personally I use Mobiflight, because it’s very well set up for VKB gear and recognises every panel. It’s also free to download and use, although the developers appreciate a donation or a coffee now and again.
As well as VNAV, I use Mobiflight to bind to several other controls that aren’t available or don’t work properly in 2020. One that I find especially useful is Heading Bug Align, whereby with a push of the HDG/TRK button on the VKB panel, the Heading Bug in the sim automatically aligns to your current heading.
Anyway, this is the full list of controls that my VKB devices interact with MSFS via Mobiflight:
This is the input config that works for VNAV:
And this is the one that works for Heading Bug Align:
I hope this is helpful, but shout if you need anything further. There are YouTube tutorials on Mobiflight available from the creators themselves btw, which will be far more concise and helpful than me trying to talk you through it if you don’t already have it.