Air Traffic Control (ATC) cleared the pilot for an RNAV approach to runway 5 and instructed him to switch to the non-towered airport common traffic advisory frequency.
The pilot executed a missed approach and contacted ATC and requested another RNAV approach. The controller issued instructions to join the approach course and cleared the pilot for the approach; however, the pilot began to descend and maneuver, and was unable to join the final approach course. The controller asked if he needed assistance, the pilot responded negative and that he needed to reset. The pilot was issued instructions to hold an altitude of 4,000 ft msl and to fly a heading of 090°, but he turned to a heading of 270° instead. The controller asked if he was having trouble with the autopilot or gyros, he responded that he was having trouble with his gyros. The controller then offered the ILS approach to runway 5, and the pilot accepted. The controller issued vectors for the approach and the pilot complied. The pilot was cleared for the approach but did not intercept the localizer. The controller instructed the pilot to stop his turn and maintain 3,000 ft msl. No further communications were received from the pilot.
