I've got an X5 with a 6002 control head and it does the same thing. Swapping out the compass
got it to work for a number of weeks than the dreaded, 'No Pilot' failure signal returned very intermittantly. It's always fixed itself but it's frustrating when you want/need the A/P and it won't work. Just recently finished a 15 day transpac and it worked fine for the intermittant use on the trip. Maybe 3 days use on a mostly off basis but it worked everytime we turned it on. It gave me the dreaded 'No Comp' warning the evening before I left, however but was ready to go the morning of my departure.
I talked with a Raymarine
tech and he seemed to feel it was the ST6002 control head that was the problem though don't know why he was thinking that way. I did not get a 'No Compass' error message ever, just changed out the compass
because it was the one that had beeb working fine on the old ST4000+ pilot. Changed the compass just because one came with the new system. I'd not changed it at first because the compass located in a very incovenient place to get to.
Let us know if you find a cause for your problem. I like the x5 pilot a lot better than the 4001 but would like to permanently get rid of the 'No Pilot' nemisis.