Problem with KMCO ILS18R Missed Appr in PMDG 737

[Flaps30 3]

I realize this isn't the PMDG forum, but I posted there but still have not solved the problem. If there are any PMDG 737 fans in this forum I'm hoping you can help me. In Tim Metzinger's Flight 4 tutorial to Orlando, I am having a consistent problem with the ILS18R missed approach. After declaring the missed, I accelerate, engage LNAV and the AP per the tutorial, and head on the magenta line at about 210deg toward the holding track at 2000ft. First, I get an FMC chime that I need to reset my MCP altitude. I am at 2000 which is the holding altitude, and that is in my alt window. Why the message? Upon reaching the holding track, the plane turns to 141deg onto the oval, then instead of turning right around the oval, it continues on straight at 141deg away from the holding track. One suggestion on the PMDG forum said it may be a bug that occurs on missed approaches of exactly due south headings, but this heading to the track is 210 or so degrees, not 180, so I don't know if this applies to this approach or not. Has anyone flown this approach that knows if this is a bug or am I doing something wrong? Thanks. Tom