Sounds like you have it all nicely sorted
I put a similar setup on the 9X when I tried the naza in my 450 - I followed a guide on YouTube and set the 3 way to atti/GPS/manual and then set the gear switch to override all 3 settings with the failsafe.
I'd like to do the same on the 9XR - but also have failsafe kick in when the TX is off
Also - could you post the naza voltage protection settings you use in the 550 - that confuses the hell out of me - don't want to set it wrong so that it tries to RTH when the lipo is almost flat....