Does the tail servo even make sounds, like a hum and can you hear it binding? I don't hear it in the video.
Have you tried swapping around how the tail rotor plugs into the gyro, if the servo is connected backwards, it may/probably will not work.
Have you tried swapping the tail rotor connection on the RX? Example: swap channels 1 and 4 on the RX, test movement, and then swap them back. By doing this test, if the tail servo moves with aileron input, then we know the servo is good and if aileron doesn't move then we can start suspecting the gryo or the RX. After which the test would be to by pass the gyro and connect the tail rotor directly to the RX and try movement tests. If there is movement, then something is wrong/suspect with the gyro. DO NOT leave the tailrotor connected bypassing the gyro and try to fly. You WILL crash, the gyro is crucial to providing constant small tweaks to keep the heli level and tail rotor fighting the rotational force of the main blades.
The main blades and tail rotors should not be so loose they fold/swing freely on the screw, but they also should be not be so tight that they don't swing. The recommendation from my old Blade CP was to tighten the main blades down until they don't freely fall with gravity if the heli is turned sideways, but can still be mainly turned/pivoted on the screw.
I have a thread going on another site where I posted a review and my issues/troubles with the heli. http://www.horizonrcflyers.com/forum...?t=2478&page=2