Flight Crew Multiengine; Flight Crew Air Transport Pilot (ATP); Flight Crew Instrument
Distraction; Communication Breakdown; Situational Awareness
Deviation - Speed All Types; Deviation / Discrepancy - Procedural Published Material / Policy; Inflight Event / Encounter Unstabilized Approach
Flight Crew Executed Go Around / Missed Approach
Human Factors; Environment - Non Weather Related
ILS approach into ZZZ. I briefed the approach with course and frequency and confirmed the points in the FMS. Vectors to final were activated and I missed the course was not set on the inbound and I think when I briefed the frequency I was reading the frequency from NAV 2. We turned inbound and not seeing the errors I told the PNF that he had control; but this time we were well above the GS. We notified ATC that we were going to go missed and were given new instructions. After the missed; I reset the inbound course and reset the frequency. I then told the PNF that I had control and the next approach was done to a safe landing.I haven't flown in several months and the other pilot was his second flight in this type aircraft. I believe was a contributing factor on this approach.
While being vectored to the ILS for Runway XX; the crew noticed that the localizer failed to auto-tune when the approach was armed. When it was determined that the course was not going to be captured the pilot transferred the auto pilot to the pilot monitoring side where the localizer did tune correctly. However; by this time the aircraft had flown through the course. The autopilot attempted to capture the course; but completed one or two 'S' turns. The crew agreed that the approach was not stabilized and we indicated to ATC that we intended to go-around and try the approach again. We were given vectors and an altitude and were cleared for the approach again. The following approach to landing was completed without issue.  Crew should have been more vigilant to ensure that the correct NAV frequency was tuned and the decision to transfer the coupled side autopilot could have been made earlier.
Corporate flight crew reported an unstabilized approach resulting in a missed approach/go-around.