You have a few challenges!
Most of them are because the hardware you’ve chosen/been given is very obsolete. A newer flight controller can run current code, which automatically fixes most of the problems you’re facing.
Firstly, the gy-86 is a pain to get working. It’s been a few years since I hacked around with one, but basically the compass I2C address won’t show up until you play with the mpu6050 to put it in pass through. It’s easier to get a gps with compass.
For the gps setup, if it isn’t working you’ll need to dig around in diy drones or somewhere equally old and obsolete to find a configuration file for it, and use ucenter to upload it. There’ll be a tutorial on that somewhere (maybe in the ArduPilot wiki archive?).
With the Bluetooth module, you need to pair it with your pc/device before connecting it up to your flight controller. I’ve only ever done that over a serial console with AT commands, but there may be another way.
I couldn’t quite understand your first issue, I’m sorry. Hope this helps - but the best help would be more recent hardware!!