I have had the same problems with a mRo Pixracer and the mRo dual compass. Was possible to fix by rotating the compass from the original setting indicted by the arrow printed at the USB contact.
I rotated the unit so the printed x-coordinate (for the LIS3MDL compass) now is pointing forward. I have the Taoglas antenna pointing to the sky and y direction is to the right hand side seen from behind. A calibration with setting “Rotation None” for the external compass gave a perfect result and eliminated “Magsensors inconsistent” for good.
I stumbled upon the solution by using FlightPlot to visualize a log taken when rotating the drone along yaw and z axis. This revealed that x and y directions were different compared to the internal mags and also that the QGroundcontrol calibration rotation parameter did not at all work as I had expected.
Qgroundcontrol version was v3.4.0 and firmware version is 1.8.1.