In some situation like executing a circling approach I have to exit from APP mode, breaking to the left or right by 45

Mr/Ms FBPlease sign your posts with your real name as per forum rules.What you experience is the correct behaviour as far as I recall. Hope it helps,

Sorry for missed sign off in my previous post.Tahnks and regardsFranco BasiliItaly

I wouldn't use MCP HDG on a circling approach... circling approaches can be very challanging and are made all the more difficult due to MSFS visibility of the runway environment. The rules and training given to pilots usually include the caveat that you must keep a visual on the airport in the circling maneuver or execute a go around.

To get out of APP you would need to take out both FDs and the autopilot.A better way to do a circling approach off an ILS is to fly the ILS in LOC and VS modes. The aircraft will then level at your circling altitude for you if yo set it in the MCP and HDG SEL will also be available straight from LOC to turn off 45degrees.cheersJon

Jon is correct in that you need to disconnect BOTH FD's and the autopilot and then re-engage. The other method is to select GA using the switches or click spot and then quickly select ALT HLD or VS. This will give you SPD on the autothrottles as well as alt hold or vert spd as the pitch mode. This is a good procedure for doing a side step approach from one ILS to the other etc.It you know it is your intention to circle then you would be better off using LOC or LNAV and either Vert spd or VNAV as the pitch modes. Set the MCP alt to the circling minima and the aircraft will level off at that alt. You can then select HDG SEL and steer yourself around the circling approach segment. To disarm LOC you will have to press it before selecting HDG SEL.