i personally am a big fan of keeping things safe and simple, so i’m most likely the worst option for advice on traditional fixed wing compass issues. i’d say: don’t use one unless required by airframe design and / or you’re sufficiently familiar with setup and maintenance so that it will add actual benefit and not just increase complexity.
that being said, maybe double check setup steps with special attention to internal / external settings as well as calibration procedures: http://ardupilot.org/plane/docs/common-compass-setup-advanced.html
aditionally, inflight compass learning imho has added loads of setup convenience and reliability: Testers needed for in-flight compass learning
if you’re 110% positive you’ve set it up correctly but the error persists, on an airframe with limited options for separation magentic interference might be an issue, depending on component placement. check if moving the mag away from drivetrain components / wiring helps.