Non-FMS database approaches.
Paragraph 3 of The FMS and GPS Limitations section refers only to approaches being flown by the FMS, i.e. with LNAV selected, rather than NAV, on the DICP, and PRV mode not selected.
The same section also states "Use of ILS, LOC, LOC-BC, LDA, (landing directional aid), SDF(simplified directional facility) and MLS (microwave landing system) approaches are not authorised." This doesn't mean you can't fly an ILS in the AW139, only that you must fly on raw data.
I don't believe that an approach must be in the database if flown raw, be it a VOR, an OSAP or any other approach type.