Hi Jim. Like ftwd, my question is this:
Are you referring to the Autopilot in VOR/LOC tracking a radial (with the NAV/GPS Switch set to NAV)?
Or the Flight Director set to VOR/LOC and working correctly?

If it's the former, then that works perfectly for me too. I have no problems at all when tracking the VOR radial with the A/P.

However, if it's the latter you are referring to, then you seems to have it working correctly, while Cassen_ and I do not.

I found that turning the FD Switch to VOR, it tracks the heading/heading bug, and not the VOR radial.