The HDX flight plan and waypoint info will be coming from the GPS-175. Assuming the MGL NAV radio is sending data in Garmin SL30 or GNC255 data format the HDX CDI should show the ILS data.
The IFR workload would be a lot easier with a GPS Navigator, Avidyne IFD440 or Garmin GTN-650. With the IFD in my RV-10 I enter the flight plan and select the ILS approach. The IFD will automatically load the correct ILS frequency into the nav radio side, listen to the Morse code to ID the station and then automatically switch the CDI from GPS to NAV at the correct point. If you go missed the IFD will then automatically switch back to GPS and fly the missed approach procedure.
It is my understanding to fly IFR in Canada you need to have two independent certified Nav sources, the current RV-14 panel we are working on has an IFD-540 and a SL30.
Advanced Flight Systems - Dynon Avionics