I never faced issue with HERE maps or HERE Drive. The issue is with these 3rd party compass applications, where it most of the times show calibration issue and ask me to form an '8'. When it works, the direction doesn't look accurate, when compared to accuracy of iPhone. In fact the calibration procedure of Lumia phone looks complicated and most of the times doesn't work. Calibration procedure of iPhone is amazing, where it simply starts filling the ring.
After reading numerous posts in this thread, I realized that I always keep my navigation off, in order to save the battery. Does the navigation has to be on, for the compass to work? Does calibration issue arise because of navigation?