Always identify your station as part of the approach setup before starting an approach and if the airplane has a decent audio panel as this one does, maintain a quiet monitoring of the navaid morse code in the background while you fly the approach. This 1) tells you the nav is tuned to the right freq and 2) tells you the nav/ navaid combo is working as you fly the approach. If you had the morse code signal coming from nav 1 and still the flag never drops away from the VOR head, then you know it's the VOR head causing the problem. Usually it's the nav radio being inoperative or tuned to the wrong freq when this happens, so it's hard to know exactly what happened.