Welcome aboar and thanks for our support! New guy buys the drinks
Anyway, I'll bet you a beer that you're leaving a right click out of the procress... The sequence of events to do a turn in succession is as follows:
1. Left-click to select any ship of the division (doesn't have to be the flagship).
2. Right-click to bring up the orders buttons.
3. Left-click on the Course Change button. This is the one that looks an arrow, like this: -->. When you do this, a flexible yellow arrow appears on the water between the selected ship and the cursor.
4. Move the cursor, which bends and stretches the yellow arrow, until the yellow arrow is pointing where you want it.
****5. This is what you're probably not doing. Once you've got the yellow arrow on the desired heading, right-click. This a) detaches the cursor from the yellow arrow, so you can use it again to click on orders buttons, and b) brings up the orders buttons for all the various types of turns possible by the selected ship.
6. Move the cursor to the button for turn in succession and left-click. The end.
NOTE: There are optional steps 4A and 4B to set waypoints, allowing the ship to make up to 8 or 9 turns on a pre-plotted path without you having to order each one individually. Thus, you can have ships do zigzags, follow coastlines, etc.
4A. Move the yellow arrow to where you want the 1st turn to end, then hit the W key. This sets a waypoint at the cursor's position and freezes the yellow arrow between that waypoint and the ship. The yellow remains flexible beyond the waypoint.
4B. Move the cursor for the next turn you want to do and hit W again to set the next waypoint. Repeat as often as desired up to a max of 8 or 9 waypoints.