Driving down the road in rush hour going about 1-2 mph and looked down at my compass. Heading directly due East and the compass just goes crazy on me.

Anyone else ever had this issue? I had to have driven over something at is was a freeway with nothing overhead.

 

Have you tried calibrating the compass per the manual?

 

I would say the compass needs to be re-calibrated.
I had a 2000 Chevy blazer, and the compass went hay wire like yours did when I went on a circular on ramp once. I was about 200 miles from home and the compass was working fine by the time I got home though.