That is usually caused by using an aux mag with AuxMagSettings.BoardRotation not matching the way the aux mag is mounted.
Mounting: All these GPSs have an arrow on them. They must be mounted right side up and should be mounted with that arrow pointing forward. The authentic DJI/Naza GPS might seem backwards. The cable comes out the front of the GPS.
BoardRotation: If your GPS/mag is mounted with arrow forward, then PixHawk/APM GPS/mags need BoardRotation to be 0,180,0 (or 180,0,180 is the same and also works). All other GPS/mags (GPSv9, DJI) need BoardRotation to be 0,0,0