EKF Lane Switch - problem with yaw

Your compass calibration is a bit off. It is easy to fix though using the magfit tool: Refining Calibration Parameters using a Flight Log — Copter documentation
Here is a fit using magfit on your log:

The tool gives the following parameters you should apply:

COMPASS_OFS_X 105
COMPASS_OFS_Y -230
COMPASS_OFS_Z 3
COMPASS_DIA_X 0.971
COMPASS_DIA_Y 1.026
COMPASS_DIA_Z 0.880
COMPASS_ODI_X 0.007
COMPASS_ODI_Y -0.028
COMPASS_ODI_Z -0.003
COMPASS_MOT_X 0.000
COMPASS_MOT_Y 0.000
COMPASS_MOT_Z 0.000
COMPASS_SCALE 1.00

just save those to a file then load the parameters using MissionPlanner or another GCS.