I will give what i know about what your asking .
A heading hold gyro holds the heli in the last pointed direction, the gy 240 or 401 are heading hold and will work very well, there are others search around.
you dont need a pcm tx but most can be switched to pcm and then you can use a pcm rx, less interfence is what the pcm dose .
I dont know what the cpe is.
The smaller elec helis are a bit twitchy you can add some fly bar weights to tame it down.
Getting help with the heli set up and how to fly is alway the best thing.