The issues is more than just the Gyro Z axis. I have a number of the MPU9250 chips here and am having the same problem with all of them.
X axis and Y axis for the Gyro work properly but the Z axis seems to be at 45 degrees rather than 90 degrees. Motion on the x axis will change rading on the x axis and also half as much on the Z same thing for the y axis, movement on the y will change the y reading and half the Z reading. Movement on Z axis only won't chage any readings at all.
The accelerameter works fine on all 3 axis
The magnameter seems to have all 3 axis at 45 degrees. Any movement on 1 axis will change the readings of 2 axis. like the AK8963 chip is installed off axis by 45 degress.
Now someone can correct me here if I am wrong, as I understand it the gyro gets it's reading from the accellerermeter and timing how long it is accelerating for to calculate the gyro position then it corrects for drift using the compass. Is it possible the compass(AK8963 chip) being 45 degress off is causing the problem with the Gyro?
It has become very frustrating for me as I have spent a huge amount of time trying to make this chip work.