I cannot find the message you reference in our FCOM. The books are for Honeywell Legacy (old) and Pegasus (new), also Pegasus 2+. Thales being the third option, is it possible to check your FCOM 4 MCDU messages list (4.03.30 or so) to find out the conditions under which "no nav intercept" would be displayed?
Having FUEL PRED displayed in response to INIT B request sounds like an irregularity to me, but I have no experience with Thales.
Yours,
FD (the un-real)