Walter
I agree that their change of waypoint tends to indicate that no emergency was ongoing. However, your assumption that a turn of 3 deg to the right shows control is incorrect. The aircraft may have been diverging in pitch and/or oscillating in roll. Incidentally, what are you using as your information source for the 3 deg right turn? There was no ADR and it seems that there is, indeed, no radar recording.
Your repeated reference to a transponder being used for a DME readout is wide of the mark and a number of correspondents (with Special Forces helo experience) have already explained this (look back at recent posts from, amongst others, Tandemrotor).