For the ESC calibration part, I am not sure what is happening unless I got a video.
But there is a way to calibrate them without a rc
https://ardupilot.org/copter/docs/esc-calibration.html#semi-automatic-esc-by-esc-calibration
For the GPS, the LED should go well automatically if you use it on GPS1 port in i2c mode. Check the mode selection switch.
You may have a look at this previous discussion about compass offset
Here+v2 is now support CAN mode. As long as you got what you want (GPS, compass, LED), it should be fine. Arming check will tell if you missed anything