For the time being, nix the gyro menu in the radio and just follow these instructions step by step:
http://www.futaba-rc.com/team/team-tip-002.html You're not an idiot, but those instructions I wrote are pretty much idiot proof.
I'm not completely sure by your description that your gyro direction is set correctly. With the model sitting on the bench, input a LEFT t/r command. Note the direction the servo moves. Then move the nose of the model to the right. The gyro should compensate and the t/r servo should move in the same direction it did for the left t/r command. If it's backwards, reverse the gyro's sense direction. Make sure you have some gain dailed into the gyro as per the guidelines above.
You'll be able to use your 401 with the gyro menu in the DX8, but doing as per the guide above will get you flying and the gyro and model adjusted. After that you can go back and integrate the two mfg's products.
Peak Aircraft/Team Minicopter Team Futaba Team Kontronik USA