It is very unusual to have a departure that would take you north and expect an exact pivot to head back 180 degrees over the takeoff runway's centerline again!  Of course due to winds, layouts, etc. it could very well be that you take of in one direction and head toward another behind you, but most Standard Instrument Departures will have a procedure turn at worst, which your airplane is perfectly capable of performing on its own.  There are also conditional procedures where the airplane must be at a certain altitude before turning, etc.  Hard to say what was going on with yours.

Were you using a SID?  If so, what one?  I don't think it should really matter which button you push.  Did your Primary Navigational Display -- the one with the artificial horizon -- change to show a new mode?  It will start out in TO mode, which, unless I'm mistaken, does keep you on level, climbing flight until some other mode takes over.

I want to make sure I know what the problem is so I can best assist.