For autopilot I believe the main system you want to have activated is the EAC ( Enhanced Attitude Control system ) located bottom left of you throttle panel next to the ALT switch.
I believe the SAS switches also need to on ( Pitch&Yaw ). ( Make sure your pit set-up is done correctly - would be my message here :-) )
As Lucky says, the grid needs to be changed to 38T which is a separate entry i.e. you do not input the UTM in its entirety meaning, you need to update the grid separately ( look for the line 37T ( CDU Left LSK 2 or 3 ? ) then insert the UTM "LP08456450" after which you press LSK4 to update.
Before you do anything, make sure you have selected UTM and NOT Lat/Long via Right LSK4. If the CDU page does not display any UTM grid data, you are most likely still in Lat/Long mode.
Hope this helps.