Have you tried calibrating the compass?
There are 2 wires that go from the compass sensing module in the rear view mirror to the instrument cluster. They are yellow/green stripe and blue/gray stripe.
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1. NOTE: For optimum calibration, drive to an open, level location away from large metallic objects or structures. Switch off all non-essential electrical accessories (heated rear window, heater, A/C, map lamps, wiper, etc.) and make sure all the doors are closed.
Start the vehicle.
2. Press the message center SETUP button until RESET FOR CALIBRATION is displaye