Also be sure to turn down the proportional mix pot on the 3-in-1. The 3-in-1 gain setting doesn't matter, by turning the prop. pot down you are disabling the entire unit except for the ESCs. And that's just what you want.
First make sure your rudder control hasn't gotten reversed--unplug the new gyro, plug the rudder lead from the 3-in-1 back into the rx, and see if the rudder responds in the correct direction. If not, reverse the rudder "servo" switch on the TX. Then try your gyro setup again, with the 3-in-1 disabled as above and the new gyro's gain set to about 50 percent in HH mode. If the heli spins wildly to the right or left, then you must reverse the gyro too. So the gyroless rudder and the gyro have to agree about which direction to drive the tail.
Oh, be sure you have the gyro mounted with the label facing forward, sideways or back, not up.
If you can't reverse it by switching, try turning the whole gyro upside down, sometimes this works (label still facing forward, sideways or back, just not up or down).