Are you getting compass EKF errors when you move the plane around?
There simply is no getting around the fact that compass setup in planes (and Ardupilot in general) is poorly documented and poorly understood.
I believe that Mission Planner assumes that the compass is on the bottom of the external GPS and so rolls by 180 the external compass by default. If your compass chip is on top of the GPS board then this will be an issue.
Then you have the issue of AHRS orientation. If you have the Pixhawk on the plane not facing forward. Compass orientation in Mission Planner is then relative to the FC direction you have specified. For example if you have the FC yawed by 90 degrees (and have set AHRS orientation as such) and you have the external compass facing correctly forward, but have no compass orientation set, I believe you will have an issue.
Of course this get complicated if you do not have a forward arrow on your Compass/GPS. Then you have to find the mag chip, look up its specs, and figure out x,y,z. Normal is X facing forward, Y to the right, and Z down. Remember, if its on the bottom of the GPS board, Mission Planner assumes this and rotates the external compass by 180 for you.
I think I have this all correct from memory. It is most unfortunate that Mission Planner does not simply figure out accelerometer orientation and compass orientation for you by simply asking you to point the plane north and level and then move in west etc. Even an android app to set this up for you and tell you the correct parameter settings would be great. In theory you could strap you phone to the plan facing up and forward and I guess you could follow the prompts and hey presto all parameters would be set and no more EKF woes.
The skimpy wiki in this section and the lack of a configuration tool above simply dooms a lot of people to endless frustration with compass setup -- even experienced users.
You can always safely disable the compass in Arduplane though. It is not really needed.