Thanks for the info. I tried replicating your example using the built in waveform generator - 200 kHz, using settings visible on your sample. It locks good. It seems with higher frequency signals, it locks fine.
The issue is with low frequency singals - in this case I'm trying a 100 Hz sine with the sample rate of 50000 and am not getting a lock. Its as if the software does not know what the slope is, and the waveform is "flipping" regularly.
Can you try a 3206, looking at a 100 Hz sine using the built-in generator, and let me know what you get? Maybe I have a bad 3206?