Thanks gents. I found the crossfill option in the Garmin sim but expectedly it is greyed out since the sim only simulates one GNS430.
IO540, the AP has altitude capturing but I'm just going to use it to maintain height. Not to intercept an altitude: too much hassle with throttle/trim etc. Might as well hand-fly the climb and descent.
Drauk, what is GPS Steering, if it does not mean "the autopilot will follow the FPL in the GPS"? I assume this DA-40 will have it, since the plane is used to fly coupled ILS approaches as well (not by me!). The only thing not connected to the AP is the rudder, throttle and trim.
Just another question: does anybody know if it's possible to program the Garmin and/or AP so that it will fly a standard 1 or 2 miles right of track? To avoid a head-on with somebody who flies VOR to VOR too by way of GPS and AP, and happens to select the same height? The quadrantical/semi-circular rule only starts at 3000 feet which is no good below the London TMA. I played with the Garmin sim and could not find any such setting.