Can't see your vids on my iPad but as far as gyro setup its fairly easy and identical to a real gy401.
First set up your tail without the gyro. Plug your servo into your rudder channel and put the arm on so it is centered. Attach it to your linkage and adjust until your tail pitch slider is centered.
Unplug the servo and plug in the three wire connector into your rudder channel, the other into your channel assigned to gyro rate. On Jr radios it's channel 7, spektrum is 5, for turnigy Im not sure. If in doubt you can use any spare channel and use your atv endpoint adjustment to set rates. Don't plug in your servo yet. Mount the gyro.
If your servo is digital you need to set the micro switch to it, set the delay dial to zero and power up. The red lamp should blink and depending on where your rate switch is it will either go solid or go out, solid is head hold, out is rate. You want rate for now.
Plug in your servo and see if it activates. If it does not or it gets hot, try analog. If it does work then move on. Turn the helis tail and the slider should move in the opposite direction. If not then change the reverse micro switch. Move your rudder stick in one direction, The slider should move in the opposite direction. If not switch your reverse on your transmitter. then hold the rudder stick over and turn the limit dial until the slider almost bottoms out. Try the other direction and see if you are close on that side. Adjust your linkage if there's a difference in travel length on each side until both sides are even and as much travel as possible without binding.
Your adjustment on the limit dial should be as close to 100 as possible, they say 80-120 is ok too. If you are over that you need to move your linkage ball out on the servo arm, under you need to move it in.
Now you are ready to start flying. Generally most people only use heading hold so I recommend learning in hh. You need to set up the gain and this best done in the air. If you have a friend that is experienced in helis this would be a good time to enlist their help.