I had this and experimented a bit. Open garmin connect up and select download courses. Check the course you need is there. At the course, open garmin connect, click golf on the watch, and you will see the watch saying it is downloading courses. The pertinent point is that it is looking for local courses and downloading ones from garmin connect. If the new course doesn't show. End the golf, check garmin connect is open, and start golf again. This method has been working fine for me, and its clear the watch only holds 4 courses at a time. So, all i do now, it wait until I get to the course, then open up garmin connect, and the course i need appears.
