VNAV approach in the CL-650

[arrowspace90]

What am I not getting?

When I have to fly a downwind entry to a VNAV approach, I have to be in Heading mode to fly parallel to the runway downwind.  When I pass the FAF, I turn toward the the fix and, once pointing to it, I try to use the DIR button to go to the fix.  And I select NAV and VNAV and APP.   That's not working, the approach is not captured.  What do I have to do and in which order.

In my real life line flying, I could fly those once going direct to the FAF with the "dots connected", that is, no discos.  Never a problem.  So it's cool that this airplane works differently, but frustrating that I can't figure it out.  These VNAV approaches seem to work for me when my route goes directly to the FAF without me having to ever get out of LNAV and into Heading mode.  No doubt the airplane is fully able to do these from a downwind leg if the pilot knows how.

[Pils]

Which arrival/approach specifically? Can you record a video, e.g. with OBS Studio, and upload it, e.g. to YouTube? That would help.