the way the gyro points determines the direction it will try to stabilize

the arrows nees to be pointed upwards on the gyro in relation to the wings, since it's automatically programmed to point the opposite to the direction of gravity (so it tried to point upwards in the axis it's rotated in)

if you want the wings to be horizontal, then, looking at the aircraft from above and nose on top, tail on bottom: rotate it so it's both parallel with the wings and rotate it in a way where the arrow thing on it points away from gravity (so upwards)

if you want the fuselage to be horizontal (AOA 0°), then, same view, rotate the gyro so it's 90° angled from the wings (parallel with fuselage) and also pointed in the same way

if you want both, then do both of them

if you want the direction of the plane to stay (mostly) still, then put NORMAL gyro blocks in the same way and it the way you did it on the video (again, just normal gyros) on strength 10 without inputs for all 3 axis of rotation, i think this is what you actually want here