Your mount isn't responding correctly to guide commands. Until you can get a workable calibration done, you aren't going to make any progress. This isn't a PHD2 problem but the latest dev release may help you better identify the problems. Update to the 2.6.11dev6 release and start using the Calibration Assistant (Tools/Calibration Assistant). When you run the Calibration Assistant, do everything it tells you, don't try to second-guess it.
You should also study the User Guide and the Best Practices documentation. For example, you should be using the 'Auto-find' function to find multiple stars, don't try to click on a guide star manually. If you can't get a decent calibration, run the Star-Cross test to collect an image of how the mount is responding to guide commands. Someone on one of the Celestron-oriented forums may be able to help you further. Celestron mount drivers in the past year or so have become rather problematic. Keep in mind that PHD2 treats all ASCOM mount drivers the same so problems like this are invariably caused by the driver and/or the mount hardware/firmware.
Good luck,
Bruce