Ensure that you are running the Simulink plant and visualization model on separate MATLAB instances. Simulink plant running close to real-time is key in the success of this example. Observe the Simulink simulation time on the bottom right side and see if the time taken for completing 1s of simulation is close to the 1s on your machine. If the Simulink plant is running slow, the controller gets a delayed uav state update from the plant and that can cause issues with estimator and controller as you are seeing now. I would recommend first run the exampel without the vizualization ( just deploy controller and run Simulink plant model) and see if you can complete a mission successfully.
Since you are in HITL mode, sensors are simulated and hence no sensor calibration required.
GPU performance impacts the Unreal simulation. If the Unreal environment simulation is very slow, ensure that your Host PC is Configured with MATLAB supported GPU (GPU with compute capability of more than 5).
