Same here, I got the FP filed, both DEP/ARR runways filed, FD and A/T on, but only LNAV works.
I've used a FP generated by simbrief. Next time I'll fill it directly into the FMS in case that helps. But it's quite disappointing that the VNAV doesn't work.
I've read in another forum that 10.x didn't support VNAV and you had to use something like xFMS. I'm completely new to x-plane (just got the license today), so if that's not true please advice.