There's a very common misconception about compass errors and compass calibration that is not helped by DJI's Compass Error wording.
The screen message moves across the screen so you can't see it all at once.
It looks like this:
I forced that compass error by placing the drone on a steel surface.
The app has done it's job and is warning me that the compass is reporting a magnetic field significantly different from what would be normal.
The wording of the message is confusing because recalibrating the compass won't do anything to fix the problem.
The only correct action is to move away from the problem.
When you get a compass error warning at a launch spot, think of it as a compass warning rather than a problem with the compass.
Switch the drone off and move it away from the problem and start again.