I've got a Trio Pro Pilot autopilot driven by a Garmin GNS 430W.
The autopilot behaviour when there is no GPS flight plan differs from what is described in the Trio docs. There are supposed to be two GPS-related autopilot control head messages. "NO GPS" means that no GPS information is found by the autopilot. This is expected to be shown if the GPS is OFF or has failed, or if the GPS does not have a valid position. "NO FLTPLN" means that valid GPS information is detected, but there is no flight plan or Direct-To, so there is no defined track line to navigate along. In this case CRS mode can be used, but TRK mode is not available. But, on my autopilot, I found that "NO GPS" is shown when the GPS has a valid position, but no flight plan has been entered. The "NO FLTPLN" message is never seen.
I called Trio this evening, and the guy I spoke with said that the autopilot behaviour is different depending on whether the GNS 430 has the WAAS upgrade or not. With the original GNS 430, the autopilot behaves as described in the manual. If no GPS signal is received, you get a "NO GPS" message. If GPS info is received, but the GPS has no flight plan, you get a "NO FLTPLN" message.
But, once the WAAS upgrades hit the field, Trio started getting reports of "NO GPS" messages even if there was a GPS signal, unless there was a GPS flight plan. Garmin claims there were no changes in the info sent by the GPS, but something must be different. Trio says that switching the GPS's RS-232 format to "Aviation No Alt" has been reported to help by some users. I currently have "Aviation" as the RS-232 format. I'll try "Aviation No Alt" next time I go flying.
This bug isn't a significant problem, as the autopilot will most often be used when on a cross country flight, in which case a GPS flight plan will certainly be present. And for a local flight, it only takes a few seconds to do a Direct-To somewhere if I want to use the autopilot. I don't have to actually want to go to where ever the Direct-To is, as I could use CRS mode to fly in any desired direction.