I have got this ”Compass error” many times and sometimes the Spark had flown away, but I succeded to find it every time!!!

But I’m start getting bored and I want to know what is the best to do when I get ”Compass error”?
1. Press RTH?
2. Start recording?
3. Fly manually to RTH-postion?

And what to do if I on the same time get ”Connection lost” (not video transfer lost)?
1. Pray?
2. Turn of RC-controller directly, so Spark understand connection lost and land as quick as possible? So it will nog get possible to get that far before it land...

I think a better measure would be to minimise compass error first before you think about what to do if compass errors happen again.

To minimise the occurrence of compass error, maybe you can
1. First have a good compass calibration at a low interference location
2. After connecting the Spark to the remote controller, check sensors to make sure that the compass interference as minimal as possible before launching your Spark.
3. If the location has some compass interference, move your location to a better location.

Happy flying

Hello and good day ThomasLydhig.  I am sorry for the trouble and thank you for reaching DJI Forum. We do apologize for the issues you had with your DJI Spark. We'd like to know have you updated the firmware ( aircraft and remote controller ) to its latest version? Try to calibrate your aircraft once more to an open space and let us know what happens. Kindly take note do not calibrate your compass where there is a chance of strong magnetic interference, such as magnetite, parking structures, or steel reinforcements underground, also do not carry ferromagnetic materials with you during calibration, such as keys or any metal object and lastly, do not calibrate beside large metal objects. I hope this helps. Thank you

Fly it closer to home, minimum into "real" VLOS
In case the compass "goes", there is no failsafe RTH available.

The connection loss thing, what is the LED of the RC showing?
Green or red?
If red, you don't need to switch off the RC for auto land ;-)
If green: In VLOS, you can see the bird?
Fly it home!

#1 advice is never press RTH when you get any sort of compass error.  Bring it home manually.  

If the spark is getting the compass error while its flying and there are no obvious big metal structures around then bring it down and do a calibration on it.

If it is getting the error before takeoff I would suggest moving it first to another spot to see if there was just some metal in the ground. If you move it and are confident there is no metal in the ground and the error is still happening then you can do a calibration.

Just make sure you don't use RTH. The drone uses the compass to return home and if it's not working properly who knows what it will do...
In the case of the RC losing connection at the same time as the compass error I'm afraid there's not much you can do at that point. If the RC is showing a red light then you dont have any control over anything the AC does. I would not turn it off though. Leave it on and head in the direction the drone was. Were there any radio antennas or cell towers around when this happened? The compass crapping out and the connection to the RC going dead sounds like interference from some kind of radio tower to me.

woops. Double post. sorry! please delete

1. Pray

2. Fly it home manually. Compass error means it's confused and doesn't know which way it's facing, so RTH may not work. The couple times it happened to me, I watched the screen to keep it pointed toward me and flew it back.

3. Failing 2: Cry.