The spektrum fail safe will not set correctly if you don't continue to hold the desired fail safe positions until the servo's actually move.

hold the bind button the rx

then hold the bind button on the transmitter, and also at the same time hold the throttle about midway to full brake (not full, you can burn out a servo that way) and the steering straight. Now while holding ALL of that turn on the Transmitter and HOLD that position until you see the servo's move to match the positions of the steering and throttle on the transmitter.

if you don't hold those positions until binding is completed then the fail safe will not set correctly.

It is in the manual, but it isn't clearly explained (I have the DX3 system)