I flew one week ago on CJ3 (standard Proline avionic) over Russia from south to the northern part and we lost GPS as well (regular thing in Russia). The FMS couldn't restore GPS signal at all, so next 3 hours we were flying in DME/DME or VOR/DME navigation mode. But we didn't have any issue with AP, YD or anyhting. I wouldn't say AHRS should fail loosing a GPS signal - very strange behavior to me.