It's just generally terrible at intercepting the LLZ. We do it all the time, and have just gotten used to/accepted how it works. We operate both classics and the Q400, and strangely enough the Q400 is generally the worst, but they all suffer from this interception problem.
However, the AP/FD does capture. It just does so at least 4-5 seconds to late. So please, give our aircraft a few seconds before you vector us back from the other side if the situation permits. The airplane is probably in the process of correcting its own