Hi gang –
My phantom has started doing something which is a bit disconcerting when shooting video.
When I yaw clockwise and then return the stick to the neutral point, the bird will yaw back slightly counter clockwise. In other words it does not remain in the position that I last left it at. I tried calibrating the compass, but that made no difference. Would recalibrating the IMU have any effect? If not, does anyone have any suggestions? Thanks!

Check and see if it tells you it needs calibrating.

Can you put up a small video up of what’s happening.

Try toggling the Gimbal Yaw Synchronous setting.  Or they might be calling it something different these days; I don't have access to DJI Go 4 to check at the moment.