I just did a test in the LM C-130J-30, and it followed the GPS route. I started out with a Direct To -> and then I created a route to follow, and it tracked the magenta line for both.

One other thing to add to my instructions post above (#6):

1. I created the route in the Flight Planner
After takeoff, and at a reasonable altitude, I did the following
2. AP Power ON
3. Engage switch ON
4. Track switch ON
5. Mode Selector switch to GPS
6. Make sure that the NORMAL-HEADING SWITCH is set to HEADING

All I do to get both the CS C-130's and LM C-130's to follow the route track (magenta line), is what I wrote.

As for ther CS C-130 X-perience being in demo mode, here is what I did to get it to work in P3Dv4: https://www.captainsim.org/forum/csf.pl?num=1530025759/20#20