Own a 02 Horizon. Had the same problem as you, took a couple of trys to final get the thing to work. Found a big parking lot, and kept driving around in big circles. Got a few stares along the way too. I just kept doing what the manual said, and final works fine. Good luck
I have had this flashing direction situation on my compass many times. If the coach sets for long periods of time, it happens. I have never tried to re-calibrate, eventually it corrects itself and works just fine. If you are going to be driving the coach for a long run, just let it alone and see if it doesn't take care of itself.