The Status light of the gyro flashes / blinks twice blue even when the rudder stick is centred.
Double blink means that the gyro sees the rudder stick off centre and thus tail servo creep and tail drift in flight may also appear at the same time. Please check the following:
Ensure that the rudder trim and sub-trim is the same for all flight modes (Normal, Idle-Up, Hold). Some radios remember separate trims for each flight mode which will cause the gyro to see a yaw command when the flight mode is changed. Preferably the radio's rudder trim and sub-trim should be set to zero for all modes.
The joysticks of some low cost radios don't centre with very high precision resulting to the gyro seeing a minute yaw command. You can slightly increase the gyro's stick deadband adjustment to accommodate these small stick centering variations.
Power on the gyro in AVCS mode so it can sample and memorise the stick neutral. The gyro is unable to sample the rudder neutral when it is powered on in Rate mode as tail rotor mixing may be present at the radio thus affecting the rudder signal that the gyro sees. In this case the gyro uses the last known rudder neutral which may not be perfectly accurate.
If you are using Spectrum or JR 2.4GHz radios re-bind your receiver. Make sure that the rudder is centred and the gyro mode is set to AVCS while binding. Make sure the rudder trim and sum-trim is nor changed after the bind process is completed.