I have a very similar experience. I tried Wagner's procedure twice on my custom mission. No luck.
For me, I get to the point where needles start to come down and meet my aircraft. I'm gear down, 1200' AGL, approach ATC enabled in stable flight, ACL page says ACL RDY. However, when I go A/P -> CPL, it get's into an ocilation trying to stabilize and and auto pilot eventually kicks-off. I think I'm around 3,200 lbs of fuel with a clean configuration.
One thing I noticed is when I couple, it says CPL HDG in the HUD instead of CPL P/R, which I'm guessing is the root problem. @fjacobsendo you have a similar experience?