Problem solved :)
I was under impression that the nav button just above the alt selector on the NAVIGATION MODE SELECTION PANEL should be engaged together with the course button. That is NOT right. After some eksperiments I cracked the kode and when I only use the HDG  button, everything works smoothly. Together with flightplans generated by my atc program I must admit, that this product has, by far the best working autoflight system I has tried in any CS aircraft (and I has tried almost all of them). The L-1011 is now a joy to fly. :)