So, not much is different between the G29 and G920, apart from console and buttons. Have you set up the G Hub? like downloaded it, installed it, setup the wheel to it, etc.
If you have, then have you checked your controls ingame to see if your paddles and shifter are setup correctly?
I run a G27, so Im not that fluent in the 29 series, but I know my FFB deactivstes when I enter the menu while driving.