Not Following Departures Set Up in Nav Menu

Idk if this is with more than just the lear 45 but I was just using the lear 45 when I experienced this. If you set up a departure in the nav menu from say, sedona, or deer valley, and you take off, then set the autopilot to follow the fms, it won’t follow it. The plane seems to struggle to follow the course, and I’m not sure if its because the turns are too tight or what but the jet just starts turning forever in a circle and keeps climbing. Also when this happens you cant see the nav route on your HSI until after you take off for dome reason. This is sinilar to what happened when I told you the lear 45 wouldn’t follow my pilot defined waypoints.