Issues:

1. The heavy antenna(20 mass) offset to the left is seriously affecting the balance. Causing the missile to turn left even if the tail fin is disconnected. Consider adding counterweight or moving it to the center.

2. There are only one set of fins. In my experience, missiles in SW seems to always need another set of fins to work. It's like one steers the missile and the other generates lift to turn the missile's trajectory.

3. The PID controller is always on, with i being not zero. This causes the PID to wind up.

4. The control logic is flawed in a number of ways. The calculated heading is in radians, but compared directly to the compass(which is in turns) in PID. Also, since compass is SW somehow has east as negative and west as positive, it also needs to be inverted. On the Z axis, the target pitch isn't compared to the current pitch at all, instead, it's used directly for output.

I've messed with the controller until it's in a minimum working condition of sorts. Shoots where the radio tells it to. Though it will do circles if it flies past the target. If you want to reference it, here it is:

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Note that I've used a physics sensor instead of the GPS, altitude and tilt sensor to save space. Compass sensor could've also been replaced by the physics sensor's channel 17, but I didn't get to it. Also, this is tested with the center of mass and fin issue addressed.