Farmer 1, I haven't flown the 365N for a while now, but I remember you didn't have to couple the autopilot to engage the "go around"
All you have to do, is to depress the switch on collective (or on coupler control pannel) only then it engages A/S mode at a preset value of 75Kts and also brings your bank angle back to 0°. Heading changes can then be done with a coupled lateral mode engagement or manually.