Validate existence of custom_mode before setting

[mrpollo]

rebase of #569

[tcr3dr]

This lgtm, but you might want to address this:

Now that we set self._flightmode = 'AUTO' by default, there is no circumstance under which self._flightmode will be None. But we check for this in several places. Should you remove those checks?

[mrpollo]

I'm going to try and cleanup some of this logic I'll check for any _flightmode checks as well, we should proceed with merging this so we can unblock the px4 team