As you noted, the constant buzz of a digital servo at rest is normal.
As for the servo not returning to center when you release the stick, this is entirely normal as well, when the gyro is in heading lock mode a stick command will deflect the srvo, but if the model doesn't yaw the servo will hold the command until the model does. That's to be expected in heading hold mode. When you switch the gyro to rate mode (also called "normal" mode) then the servo should center itself whenever you release the stick.
You'll also notice that if you have the gyro in heading hold mode that if you yaw the heli on the bench the gyro will deflect the servo and hold it there until you yaw the heli back to its origina ldirection. In rate mode, the gyro will deflect any time the model is turning, and center when the model is stationary.
Hope that helps some,