It sounds to me (although difficult to tell from a written description) that you have some sort of tail drive problem.

How do you know that the belt hasn't slipped (at either end)? Are you sure that the gears are OK and not slipping? Are you sure the tail is assemled correctly and that the tail hubs are not able to rotate on the shaft?

It is not unheard of for new equipment to be faulty. CSM in the UK have facilities to test equipment and their service is first class. Their gyros have a very good reputation though and it is unlikely that this is the problem. My guess is that your problem is elsewhere. If it flies OK for a while then it is not your gyro or servo reverse settings.

Thoroughly check all components in the drive system before anything else.

Just had another thought. Does it always happen when you put in large right turns in? I guess it may be possible to stall the tail rotor blades although I have never heard of this on a model.