Tall order to fill with a 400 dollar budget.
Also, hard to tell what your idea of "small" is when you mention that you would even consider a nitro powered heli. Nitro power is going to be a heli of the dimensions of roughly a 600 class heli. Which is not "small" by my definition.
Also, you never stated what TX you have. If you dont already own at least a 6 channel radio, then you will need that as well.
Based on my own experience and doing it all on my own without a mentor, I advise you to get a 500 heli as your next heli. If you are flying the mCPX confidently...then the 500 will be a piece of cake once you get it setup right and everything is tuned (meaning your setup, not motor).
The 500 is really one of my favorite helis in my fleet now. Simply because its large enough to see very well and because of its size it is less "twitchy" which gives more time to react and correct the unexpected things that can and do happen in flight.
The bad part, you cant get into a NEW 500 for 400 bucks. Likely about twice that unless you skimp on electronics. But, you could go with a Copter X or an HK 500 and use the bargain budget electronics kit to get you in the air. Just know that you will have to replace the servos and gyro sooner or later and hopefully you wont experience a crash because of the cheap electronics.
I went the cheap servo route once and paid for it in 2 crashes caused by servo failure on my 500. So now I at least buy decent servos like Align digitals or even better if my budget can afford it at the time.
Good luck. Learning to fly helicopters is probably the most difficult RC that I have learned thus far, but also the most rewarding.