By Delay I take it the Gyro is GY401? I wouldnt mess with this for now...it just slows the response.
It sounds like the setup is slightly out.
With the tail rotor servo arm at center (90degrees to the servo) there should be some pitch on the tail rotor...about 5 or 6 degrees is about right....though you might need to adjust.
make sure you are behind the heli....and take a look at the tail blade TRAILING EDGES ...these should be pointing RIGHT...assuming the heli has a clockwise (viewed from above) rotor with the tail rotor mounted on the right hand side of the boom...this is correct?
make sure the rudder trim on the radio is set to center....go and hover....if the nose moves right/tail left then land...and adjust...reduce the tail rotor pitch by adjusting the linkage rod length...if the nose moves left/tail right..then increase the linkage rod length.
Do these adjustments a turn at a time...if the error is slight then try half a turn.
The tail rotor has to have some pitch in 'neutral' so it can counter the main rotor when the heli is 'burning and turning' on the ground...whenever the motor is working there will be 'torque' or a twisting action...thats what the tail rotor counteracts..as well as providing left/right movement for when you fly....each increase or decrease in torque will need a correction from the tail to hold it in position.
The Gyro thinks its centered after it boots up when you connect the battery...but you still need to set the tail 'neutral' till the heli holds its heading...regardless of torque.
I could be answering your question, and I might not...I dont know the radio...but its important that the gyro mode is correct...or ON..I did this once. The Gyro worked well enough but I couldnt adjust the 'gain'
I can now
Rob