Your Situational Awareness display (and smartphone) needs to know where it is to properly function. Check to make sure that your phone or tablet isn't in "Airplane Mode" (easy to find on your iOS device by pulling down from the upper right of most iPhones, or simply by going to device Settings).
If you're in an especially remote location without cell tower triangulation, you may also find that your device doesn't know where it is relative to the "state vector" of your drone. Anything that reduces the ability to triangulate position for your phone may reduce Situational Awareness display accuracy and its ability to render meaningful guidance for your flight home.
Also note that the red LED indicating position in the sky comes alive only once the drone is 30 feet or more from its launch position.