Screenshot from video footage. The footage is not exactly horizontal.
I would understand if I had made a left turn whilst filming, and in picture 2 I'm actually slowly turning right to follow the boat. At any rate, the gimbal would compensate, or not?
I would do a full calibration of the gimbal and IMU. You are not doing anything wrong, it's the drone that's not centering the roll axis. If it continues to do this, you might have a mechanical problem. How old is the drone, how many flights?
I would have suggested a gimbal roll adjustment, but since it's so far off, that wont be a permanent help.