I did my first IFR flight using voxatc from CYYZ to KJFK. Everything is going good up to departure where I'm assigned a simple arrow2 sid and then told to fly direct to putol being my first waypoint on my flightplan. Fine, but I was having some trouble figuring out the FMS and ended up zig zagging waaaay off course. Okay, my bad but while voxatc seemed to do a good job nagging about my altitude, it couldn't seem to care less about where I was actually flying during my route. It still would hand me off, even as far as Ottawa centre where I'm not supposed to be according to my flight plan. Is this normal? Shouldn't I have been vectored or interrogated or something?

Have you tried the IFR tutor flight?

Normally, if you miss a waypoint, Vox will attempt to vector back to to the first one you missed.