Several things come to mind when I read your post Mike, first if the landing gear is stuck (which can happen when a Typhoon sits for long periods of inactivity) it may need to be given a little help at first and/or exercised. The original H could be flipped upside down to allow this but the Plus does not. Second, the flight modes switch is not the end of the flight modes available as you can replace Sport Mode with Smart Mode within the settings menu and that is a different animal all together.
The short answer is; always begin a flight in Angle Mode until you fully understand and/or master the Plus's full capabilities, and to do that I highly recommend reading and comprehending the user modified manual mentioned by Steve. In Angle Mode the gear will retract (when operating correctly) at any altitude after takeoff.