Yesterday I was flying a 172 from Thessaloniki to an AF base in Athens. I was using a VOR to navigate, yet had a small problem. So, as the flight was about 2 hours, I needed to use AP. I tuned into NAV1 for the VOR, and made sure that my source and everything else aligned. Then, I engaged NAV after hand flying for a few minutes (I had double tapped the CRS.) Instead of flying to the VOR, the plane turned in the direction of the light blue thing (forgot the name)
Have you selected the right course? If you add the VOR as a regular waypoint you can look at the heading in the map menu. You have to put this heading into the course part in the Navigation menu