I noticed the following in Gandi's terms and conditions for .PRO domains:
Once the domain has been registered, you cannot modify the contacts or DNS for 120 days.
What the heck? How am I supposed to point a .PRO domain at my host then?
Do you have a link to the TOS in question, since I'm unable to find it.
I used Gandi years ago, back then their interface and TOS were a little odd, but I never had any issues with them. Think you did the right thing contacting Gandi's support, but if you have the controls to change the DNS setting within the account as you commented you do, I'd just try change the settings and see if the changes then work; clearly it takes a number of hours, if not days in some cases for that to happen; again, this might create a TOS, but find that hard to believe.
PS-Clearly if this is the case, seems to part with their moto "no bullshit"... :-)