RE: Gyro or something else?
The gyro is NOT off ... only Tail Lock (heading hold) is off. Switching Tail Lock off sets the gyro to RATE mode. What RATE mode does is limit the natural (non-stick induced) YAW rate of the heli to whatever your gain is set to. Your heli is allowed to YAW freely as long as it YAWs at a lower rate than the YAW limit. When this YAW rate reaches the limit, the gyro induces t/r to oppose the YAW in order to keep the YAW rate below your YAW rate setting. All this happens while there is no Rudder Stick input. If you move the rudder stick, then the gyro simply passes the stick command to the servo. This is why in RATE mode, the servo appears to center correctly. It's because the heli is NOT YAWing so there is no need for gyro input to the servo.
This is also the mode (Rate) you should be in to verify that gyro is correctly phased (normal/reversed).
So WITH tail-lock ON, the gyro/servo performs as barracudahockey described (Tail lock mode). With Tail-lock OFF, the gyro performs as I described (rate mode). I can't speak for the 410 but the 401 requires that it be powered ON in Heading Hold (tail-lock) mode.
So during setup of the heli (with a 401), you power on in Heading Hold and when the gyro completely initalizes, you switch to RATE mode to do your setups. Not sure about the power up sequence for the 410.
The only time the gyro is really OFF is when you power off the whole heli.
Good Luck,
d.tipton