The first shot has the compass perfectly pointing in the right direction. Note the number of satellites fixed . Fly up maybe ten meters took some pano shots to test and came down to the start position

Second shot shows the compass pointing to some arb location.

I am just testing this at my home. Latest firmware as at 21 Aug 17, DJI app software, remote control firmare and also had an update for the NFZ database

Did it stay that way when moving around.

Maybe I am wrong, but looking the compass at the bottom left screen are the same for the 2 photos. If you take the N direction (Little black N) as your based point, then the aircraft is pointing to the same direction in the 2 photos.
I am using Android and I don't have this kind of map, so I might be wrong...

moving arouind the compass moves ...

in both instances the direction i was facing was exactly the same (not just the craft)

The arrow does point in the same direction indeed, when you look at it the way Phuong Do does. I did not notice that, but the N dot also moved, so these two moved in the same direction, effectively being the same as in the first picture (just slightly off to the west).

I think it might have something to do with the movement it 'thinks' the drone is making.
Just fly north and see if it will turn the red arrow and the N mark 'up' again.

Is the OP using an IOS device? I found that the compass shows errors in the DJI app, but when I looked in to it, I found that the IOS compass is frequently wrong, so if DJI use the IOS information, they are going to show wrong readings. I did think I had a faulty phone but reading on the forums and IOS compass errors seem to be commonly discussed on forums.

This is where the lack of (in depth) manual for the app is a problem.

What you have in the bottom of the screen is an attitude indicator. It shows elements of a compass but it is not a compass first and foremost. The big red arrow in the centre shows the attitude of the spark in relation to the controller. As mentioned above the compass is far more subtle and is the little N and the relationship of that to the direction of the arrow at that specific time.
I suspect your issue is that the controller and the spark were very close together and any error in the GPS position on either device (most probably the remote using your phone for GPS) would make a big difference to the attitude between the two. If your phone (and therefore your controller) thinks it has moved 4 metres and you ae only 4 metres apart it would make the attitude change radically and the arrow change direction in relation to the screen (although not the N). Or did you move around where you were standing with the controller between the two shots? That would have the same effect as a GPS drift obviously.

Try the same test ago but this time in a location where the controller is further away from the spark and I think you will notice a very different result.

Convert Posted at 2017-8-23 00:47
This is where the lack of (in depth) manual for the app is a problem.

What you have in the bottom of the screen is an attitude indicator. It shows elements of a compass but it is not a compass first and foremost. The big red arrow in the centre shows the attitude of the spark in relation to the controller.  As mentioned above the compass is far more subtle and is the little N and the relationship of that to the direction of the arrow at that specific time.

That is a clear story.
Too bad DJI missing that manual indeed!

The red arrow is the relative position of the mobile device and the drone. We suggest that you can also calibrate the compass of the drone and your mobile device once again.
We also have an introduction of this indicator for your reference: