I did four flights in the Baron today, and on the last one I used the 3rd Party KLN90B GPS. The flight was to EGGP. ATC gave me vectors for the ILS RWY 27 approach. As I no longer needed to follow the GPS, I switched the NAV source from GPS to NAV. I had the ILS tuned into NAV 1 (111.75) and the course set on the HSI. The ILS was identified and the needles started to creep in. I was in HDG mode, with APP armed. But the localizer was never captured, the Baron continued in HDG mode. I tracked the localizer in HDG mode, then disengaged HDG mode, clicked APP but nothing happened. Turned off the F/D and the A/P completely, back on, hit APP, nothing. I eventually landed manually.
It would appear to me this issue does not occur with the GNS 530/430 but it does occur when either the Black Square RNAV system or the KLN90B panel config is used. I am yet to fully verify if the GNS 530/430 aren't affected but I can't recall this happening with that GPS config.
I will download the free PMS and see if the issue happens with it.