I have some Omnibus F4 Pro too, but I have never used a GPS/mag with them.
I can imagine two problems right off. Mag cal is a GUI function and eg. CC3D does not allow mag cal. It may need to be more fully enabled in GCS to work. Also, before Omni, all FCs that allow an aux mag also have an on board mag. This may be another area where the Omni is special. I recall the GCS code and it does a sequence of steps to both onboard and aux. Onboard would obviously fail.
Luckily, the aux mag doesn't care what it is connected to. You could calibrate it with a Revo, etc. (temporarily mounted in that model) and just copy the Revo aux mag calibration data to the Omni.