1. The missing decent instructions:
(Assuming you have installed PFE correctly as per the forum's instructions)
Never ask for altitude change during the flight, because it will cause the missing decent instructions. If you are doing a flight with a step climb because of weight, then do it in the flight plan. Pick a waypoint in the flight plan where you can climb higher.
2. Missing heading and decent instructions during vectoring to final.
I have not seen anybody in the forums mentioning this issue, but I have had it several times. I like to do flights matching real world flights time and flight numbers.If an AI flight with the same call sign as mine approaching the same airport I am approaching it will happen. PFE will give the instructions and instead of my CP acknowledging it the AI will. The obvious solution is not to use them.
3. Being vectored too close to the runway and you cannot decent to intercept the glide slope.
You can avoid it by changing some of the Pro Flight's settings(not PFE). First, set your decent rate in the plane's performance menu that matches your plane. The default, usually, is high. So, for large and medium jets I use 3000 FPM and smaller ones I use 2500 FPM. Second, from Pro Flight's settings, I change my FAF(final Approach Fix) to 11 miles instead of 9 miles. (a word of caution, Dave warned me that making changes to Proflight settings could cause anomalies , but I haven't encountered any, but if you do you can always go back and change it back to default)
Hope that helps
