Navigation Setting

If you still have directions then I'm not sure unless you paused the course processing by accident, which can be done if you touch the screen and then touch the pause navigation message. 

If Turn Guidance is active then you should either get a text prompt or the map turn page.

You can turn guidance on/off under

Navigations -> Courses -> 3 dot menu top right hand corner -> Turn Guidance (This should be enabled)

I'm not sure what's going on either, but like I said, it was a weird, intermittent problem with my 1000 as well. I checked, and Turn Guidance is toggled to on. What happens is that turn-by-turn on the loaded course works while I am on the Map screen. It shows the course, where I am on the course and map, and shows the directions coming up on the course.

But when this happens, it stops "chirping" when a turn is coming, and the navigation doesn't show while I am on any other screen but the map. Also, you know that screen that pops up no matter what stats-screen you are on, when you are getting turn by turn directions, and you are coming up on a turn? That is gone and no longer popping up when I am right on top of a turn.

This used to spontaneously resolve on my Edge 1000, and I assume the same thing will happen with the 1040.

This probably is not at all helpful but I have been riding with the 1040 for two weeks now and have used the navigation by course feature for three or four rides. 

In all cases, the turn-by-turn works exactly as one would expect.  I am on the first data page and when I get within 0.10 miles (US) of the course turn, the zoom map of the turn appears and I receive an audio prompt describing the turn (I never had the audio prompt enabled on my 530, and I am evaluating whether I like it or not now). 

This page remains until the turn is complete and at that time, the first data page appears.

To me, this sounds like you are running a course where the device is unable to properly process the course points to compute overlay and provide navigation instructions. On the map screen, you are probably not seeing the direction arrows on top of the purple line and no navigation instructions on top of corners etc. If these do not show up on the map screen's purple route you will not have navigation prompts. Basically, 1040 is unable to process the loaded course. I noticed it is happening more than it did on my edge 830, last time I had this issue my friend was following the same course (provided by my public made available route) on his 1030. Navigation was supposed to be improved on 1040, I feel it is but there are issues.

The overlapping and crossing course is one of the triggers for failing to compute navigation. You could load the course and then view it on the map screen if it's loaded properly before heading out. 

Now this actually happened to me the other day.  I went off course, turned around and rejoined the course.  Just as I started a short sharp climb a message came up on the screen.  Touched something but I thought it was the reroute or something with the x or tick.  Anyway after that no navigation prompts, but I could see the course was still running as the elevation profile page was showing it and the climb pro still indicated the upcoming climbs.

Anyway, some while later we stopped and when we started again I must have touched the screen.  I then got a prompt saying something about starting turn guidance again?  So I pressed it again and immediately i started getting turn guidance again on my main screen.

It’s a bit like the stop segment you now get.  If your on a segment screen now the little x has gone.  But if you touch the lower half of the screen a “stop segment” message pops up.  If you press the message the segment stops.  I think navigation has something similar.  I’ve not tried again to confirm.

When navigation the pop-up reads pause navigation if you touch the screen.

I had the same issue you are describing plus ClimPro only worked intermittently and I had severe gradient lag. I adjusted the map detail from Most to Normal. In addition, I disabled any maps that I was not using. Turn by turn navigation, ClimbPro and gradient are now working smoothly. I think adjusting the map detail is what solved the issues but I have no proof that it was not from disabling unused maps. Let us know if this helps.

I'm wondering now if this problem can be solved by simply cancelling the course and then reloading it? I will try that next time I am on a ride and this happens.

Any chance you have active (enabled) maps with overlapping coverage, this can cause odd behaviour?

I had the same issue and it was caused by the incorrect maps being active. I solved the issue by disabling maps I didn’t need and enabling what I do need (Europe West).

Most likely, just enabling Europe west would have solved it. Not really sure why it was disabled, possibly something  I did ages ago that copied over during setup.