I'v found it is more likely to arm on the ground for an RNAV SID. I often fly YSSY-YMML and back, and while all the RNAV SID's like MARUB3, DOSEL9 etc seem to like the VNAV armed on ground, some SID's don't seem to allow it (WOL9) and these are generally not RNAV SID's (they have a turn left to intercept an outbound radial from a VOR to a certain DME then turn to a certain heading and maintain that heading to x-thousand feet before turning direct to an NDB or similar).

 

In this case I just plan to manually adjust bug up after takeoff and leave it in LVL-CHG till direct to something at which case LNAV/VNAV will be engaged after the FMS Legs page has the direct plugged in.

VNAV doesn't require SIDs or LNAV. You can fly a VNAV t/o in HDG SEL.

 

Videos would help explain any problems.