Let me preface this by stating that do not have the same equipment you do, nor am I a CFII...however I am willing to pretend I know what I am talking about from the comfort of my living room in relative anonymity some distance away from you. In other words, try this at your own risk....
Five phases of the approach:
1. Briefing the approach and pre-loading frequencies, etc.
Current weather is above published AND personal minimums
Tower is open (approach is NA if not)
Review the Missed Procedure (notice that there are two possible missed approach holding patterns - each with the same fix but different cross references as to DME)
Set up the Equipment:
STEC - HDG Mode, GPSS OFF
530 GPS - Load ILS approach with "Vectors to Final", VLOC mode
HSI - Heading Bug set to current flight path. CDI set to needle head pointing to 221 degrees (inbound ILS course)
NAV 2 - Here's where you will get differing opinions... I prefer to have the VOR for the missed set up and to use it initially, thus taking the GPS out of the missed equation until I am comfortably stabilized. So, I would set NAV 2 to 115.2 SAC with the compass rose on the CDI set to 58 degrees (the outbound radial toward the fix) During the Missed, you will have more to do than just fly that radial, but at least you have a starting point (this of course is a backup to the GPS, more on that later)
Your autopilot appears to have "Dual Mode" which means that you can Press both HDG and NAV together within 45 degrees of the final approach course while leaving the AP in HDG mode, thus arming NAV while still staying in HDG mode (from the STEC 60-2 manual):
22.214.171.124 Dual Mode Intercept NOTE: During operations with an HSI, simultaneous activation of both the HDG and NAV modes will provide selected angle intercepts. In flying a radial or localizer intercept, the autopilot will follow the heading bug until the aircraft reaches the proper on course turn point. It will then switch from HDG to NAV mode automatically. Selected angle intercepts may be used during VOR, localizer front course and back course (REV) operations. Localizer intercept angles greater than 45º usually result in some course overshoot, depending on the distance from the station and speed of the aircraft. Therefore, angles greater than 45º are not recommended.
STEC - HDG AND NAV pressed
2. Intercepting the Localizer and glideslope
STEC - monitor to verify a switch to NAV then APR upon intercept of the localizer. Also, realize that for the GS to couple automatically you MUST be below the GS centerline as per the manual:
126.96.36.199 Intercepting and Coupling the Glideslope To arm the automatic glideslope (GS) capture function, the following conditions must be met: 1. NAV receiver must be tuned to the appropriate frequency. 2. The glideslope signal must be valid; no flag. 3. The autopilot must be in NAV/APR/ ALT modes. 4. The aircraft must be 60% or more below the GS centerline during the approach to the intercept point, and within 50% needle deviation of the localizer centerline at the point of intercept, usually the outer marker. 4-22 2nd Ed: Nov 01, 01 SYS 60-2 POH NOTE: GS arming will occur when the above conditions have existed for 10 seconds. Illumination of the GS annunciator will occur, indicating arming has been accomplished. The ALT annunciator remains on. GS capture is indicated by extinguishing of the ALT annunciation at GS intercept.
Therefore, you should also monitor the capture of the glideslope and be ready to manually activate the GS on the autopilot using the following:
188.8.131.52 Manual Arm/Automatic Capture If approach vectoring locates the aircraft above or too near the GS centerline at the intercept point, usually the outer marker, it becomes necessary to execute a manual arming of the GS. This is done by: 1. Pressing the ALT switch once if operating in the altitude hold mode. 2. Pressing the ALT switch twice if operating in the VS mode. Once capture is achieved, the GS annunciation will illuminate, and the ALT annunciation will extinguish. NOTE: If it becomes necessary to establish a holding pattern at the outer marker, automatic glideslope arming can be disabled by pressing the NAV switch a second time while in the NAV/APR mode. The GS annunciator will flash, and the Disable (DSBL) annunciator will illuminate, to indicate that the GS mode is disabled. To reestablish GS arming, press the NAV mode switch again. The DSBL condition annunciator will extinguish, the GS annunciator will cease to flash.
3. Stabilized on the glideslope
STEC - finger on the AP disconnect
HSI - monitor the approach
GPS - activate the approach so that you may switch GPS directed missed procedure if necessary
4. Missed approach procedure.
STEC - HDG Mode, turn to 90 degrees
NAV 2 - watch for the needle to center, then track it outbound on 58 degrees by turning the heading bug.
GPS - stay in suspended mode until you have climbed to 3000 feet and you are within 20 degrees of the outbound of 58 degrees. This should keep your GPS from flaking out. At this point, unsuspend the GPS, verify that the correct leg and fix are active (COSKA), AND that you have good situational awareness, then do the following:
verify that the GPS reverted to GPS mode in the unsuspend process.
activate GPSS and fly the missed with the GPS
set NAV 2 if necessary to fly the approach with it as a backup (I would set up both VOR's and flip flop the frequency to determine my fix so that I could leave NAV 1 st up for the ILS assuming that I planned to try the approach again)
My goodness, that's a lot and I am certain I missed some detail. Moreover, as I mentioned, I have never used your setup AND I am not a CFII....Grab a safety pilot on a VMC day and try it for yourself.