3-Axis digital compass weird behavior

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Post a link to the module data sheet or manufacturer's web page.

If it is a genuine Honeywell part, then your sensor may be defective. If the module does not have a voltage regulator and 5V-3.3V level shifters, it was almost certainly damaged when you connected it to 5V.

There are chinese clones that don't work quite the same way as the Honeywell sensor, but I think they have a different I2C address.