T-Rex rotor question

I have a new T-Rex450X V2 with a Sanwa RD6000 SUPER radio and a Telebee Head Lock Gyro. This rig is new to me and I'm rather new to the hobby - first collective helicopter. I've had problems with the yaw when I get the helicopter into a hover, which is as far as I've taken it so far. The helicopter will lift off the ground with the nose fairly steady but then it will begin to yaw - usually counter clockwise then I have to apply stick to counter the rotation. Then if/when it starts to yaw again I don't seem to have enough tail rotor authority to stop the yaw. I've noticed that the tail rotor servo, which is connected to the Telebee gyro never goes back to center when the stick is neutralized. The servo stays positioned closer to whichever side I deflected the tail rotor. I've disconnected the servo and bench tested this with another servo and this second servo does the exact same thing. I'm thinking I might have a faulty gyro or have I got the radio set up incorrectly. Any help would be appreciated as this is only the first of about 1,000 questions I have about this helicopter!