You are on the right path with the new gearbox and motors. But the M41 stock track type, metal or plastic are horrible for grip and slide/break traction to easily. You will need to change over to either M26 Pershing tracks and sprockets or for the best performance DKLM Abrams metal/rubber padded tracks and metal Abrams sprockets. Fortunately the M41 is super easy to do this with as changing just the sprockets and adjusting the new tracks lengths are all that is really needed in your case.
Also consider running an 8.4v or 9.6v battery. These will make the motors perform better both for crawling and sprinting. I have done a few write ups on the M41 so check them out. Especially the one where I did the track conversion to run Abrams metal/rubber padded track.
Lastly adding wieght helps the suspension flex and conform better to terrain features. This helps with climbing grip but does not really help with throttle control. I add a fair amount of wieght to all my tanks to give them a 50/50 front to back balance. With the M41 though I find that a 60/40 front to back is best as the wheel base is so short and needs just a bit more forward to keep from flipping over while climbing steep inclines or step type obstacles.
With the new gearbox, motors, track with more grip and higher volt batteries you should be able to achieve decent control from the newer generation of HL controllers. I have no problems with them and I actually “rock crawl” my M41s (as shown in my gallery and past thread photos).
Here are few of my M41s. The front green M41 is running M26 Pershing tracks and sprockets the tan M41 is running DKLM Abrams metal/rubber padded tracks with metal sprockets. The far background M41 is running stock "metal" M41 tracks/sprockets. All of these tanks run 390 motors, 9.6v batteries and 3:1 steel gearboxes. They are fast (scale top end of 45mph) but can also perform slow crawling maneuvers when the terrain calls for it. Though the tan M41 completely outclasses the other two in all around handling due to the superior grip of its track. All still run the newer HL "5.3" 2.4G system.
Heng Long M41s "modernized"
Heng Long M41 with stock metal tracks and sprocket.