In heading hold (tail lock) mode the gyro is responding to a request to rotate the nose of the helicopter. Since its on the deck and the helicopter doesn't respond, it stays where its at. In flight the nose would turn and the servo would center when the request was deemed satisfied. You can turn the nose of the heli and watch it return to center if you like but the behavior is normal.

Not sure about that gyro but the 500t you adjust the throw from a pot on the gyro with the rudder atv's at 100 percent, you adjust the rudder atv's on the transmitter to change the piro rate (how fast it spins about the shaft when given full tail rotor), the atv's dont effect throw when going through a heading hold gyro.

Also you could have gotten that 401 gyro from ricks or heliproz for 185.