I was able to get it working. It was one of the following:
activating VLOC before swapping the ILS frequency, or
arming APR before the LOC needle started moving
I have gotten used to how the PMS50 GTN behaves, which is not completeliy aligned to the actual Garmin GTN 750. I'm moving to the TDS because the PilotWorkshops GTN training uses it, and I can understand why ... as pilots in training in real life need to learn exactly how the real device operates.