OK, I'd rule out the transmitters as suspects. They're reasonably centered and the trainer is tracking them.
So the problem is either the servo or the receiver. You can't rule out the servo quite yet, but my money is on this instead:
At startup the plane does need to be still and level. It will consider "level" whatever attitude you have the plane in when you start up (within reason - it won't let you call a 45 degree bank "level"). If you had it a few degrees off, it would think that's normal.
That's by far the easiest way to screw up, especially if you didn't know about the switch on the side.
Andy