I would guess that the problem is that the last fix in your route does not connect logically with the first fix in the selected STAR...?
In your example, what you have put in the FMC, is impossible for the autopilot to execute. It could never make those turns.....
Fixing the discontinuity should be as easy as pressing the LSK of the first desired fix under "THEN", which ought to put the fix in the CDU, and then pressing the LSK that corresponds with the discontinuity-line, and executing the changes made.
So in the case of the picture, press 4L (or 5L) LSK, then 2L LSK, then EXEC. (that is, if the PMDG FMC works the same as the one in the LDS767
)
I wonder though, why do you change runways (it seems from your writing you encounter this one some sort of frequent basis? )
It rarely happens that I need to do so, usually I get the runways and STARS I expect during flight planning...
Not to critisize, but as a pointer to help improve; You're awefully early with the gear, and it's good practise (if not formal procedure..? not sure on that) to put the cleared altitude (and also heading) into the MCP, to prevent the autopilot from descending (or climbing) through your cleared altitude 🙂
It looks to me that, in your current configuration, if you wouldn't touch anything anymore, the plane would fly itself into the ground! 😳 (assuming you haven't put any alt restrictions on the Legs page).