Well guys I went and did those things last night and voila! - solid red light and a solid HH tail rotor in all 3 flight modes. Yep, in flight mode 1 the rudder was over a fair bit and a smidge in the other modes.

I was wondering why I did it like this and it occured to be that I had to do this to the basic gyros on my E-sky Belt CP heli's and unknowlinly did the same for the poor GY401! I didn't know the extents of what this gyro is capable of and definitley didn't know that it would find and store it's own rudder settings!

Thanks again for the help!