SUCCESS!
Jobee's idea about the Directional Indicator was a good clue. I copied these sections below from Jens B. Kristensen's DH-91 Albatross into my tri-motor's aircraft.cfg and I'm not sure why but the Autopilot works superbly now. It works on manual heading and GPS navigation, not very historically correct but it makes the Tri-Motor a lot more useful. Thank's JoBee and Ozzy for all your help, I would have given up without you.
Here you are:
[direction_indicators] //DH-91
//1 Type: 0=None, 1=Vacuum Gyro, 2=Electric Gyro, 3=Electro-Mag Slaved Compass, 4=Slaved to another
//2 Indicator number of slaving indicator if Type = 4
direction_indicator.0=1,0
direction_indicator.1=1,0
[attitude_indicators] //DH-91
//Type: 0=None, 1=Vacuum Gyro, 2=Electric Gyro
attitude_indicator.0 = 1
attitude_indicator.1 = 1
[turn_indicators] //DH-91
//Type: 0=None, 1=Electric Gyro, 2=Vacuum Gyro
turn_indicator.0=2,0
[autopilot] //Original no autopilot available
autopilot_available=1
flight_director_available=0
default_vertical_speed=500.000000
autothrottle_available=0
direction_indicator=1
pitch_takeoff_ga=8.000000
use_no_default_pitch=0
use_no_default_bank=1
default_bank_mode=0
max_pitch=10.000000
max_pitch_acceleration=1.000000
max_pitch_velocity_lo_alt=2.000000
max_pitch_velocity_hi_alt=1.500000
max_pitch_velocity_lo_alt_breakpoint=20000.000000
max_pitch_velocity_hi_alt_breakpoint=28000.000000
max_bank=12.000000
max_bank_acceleration=1.200000 //Original 1.8
max_bank_velocity=2.20000 //Original 3.0
max_throttle_rate=0.100000
nav_proportional_control=9.000000
nav_integrator_control=0.250000
nav_derivative_control=0.000000
nav_integrator_boundary=2.500000
nav_derivative_boundary=0.000000
gs_proportional_control=9.520000
gs_integrator_control=0.260000
gs_derivative_control=0.000000
gs_integrator_boundary=0.700000
gs_derivative_boundary=0.000000
yaw_damper_gain=0.000000