I had the same issue on my RV-9A. I tried many recalibration as well as trying to demagnetize (degauss) the rudder cables and elevator horns, it got better but still got magnetic anomaly during climbout.
Ultimately I ended up moving the magnetometer forward a few feet and has been trouble free since. I made a shelf out of two angles spanned between the lingering.
EAA Tech Counselor
RV-9A #92103 - N803DK
G3X, Superior XO-320, Dual Pmags, Catto 3B
RV-8 #83565 - N184DK - building
1968 Mooney M20C - Sold
1956 C-182 - Sold