The Integral gain is a function of the stiffness value. Please check that you have an inertial value set in the Compax3. If it's set as unknown or with a large range of minimum and maximum values, shaft performance will not be stiff. Use the auto inertia detection if need be in the C3 ServoManager's Optimization screen if you don't know the load size. The % values of the gains are relative to the inertial load.
Anti-Windup is always active (if the output is limited the controller sets the integral parts).
With R09-20 you have access to an proportional and integral part weighting factor (0%..200%, default 100%).