Thanks for the thread, Clay.
It seems I finally have an explanation for what happened to me earlier this year. I was beating to wind south of Poplar Island, when I engaged the auto pilot to go to the foredeck to lash the anchors down better. Suddenly the boat turned through the wind, and by the time I got back to the helm, I ended up in perfect "heave to" position. The auto pilot never sounded off course alarm. I double checked, and the helm was definetly engaged.