Not sure what BAUD rate 4800 is?
Baud Rate is the rate at which data is being passed from one device to another. GPS devices, including the Uniden "puck", sends data at a Baud Rate of 4800.
However the scanner has several different Baud Rate settings for several different applications. Since the application you are using is GPS, the scanner Baud Rate has to match the GPS, so they communicate (or speak the same language more or less).
To change your scanner's settings it is Menu>Set Your Location>Set Up GPS>Set Serial Port. If not already on 4800, scroll to 4800 and enter. Then back out of the menu stuff.
There are a couple of ways of confirming that GPS data is being received by the scanner. Probably the simplest is this:
1. Connect scanner and GPS and wait for the GPS to receive sateilitte data (the LED blniks versus glowing steady).
2. Menu>Set Your Location>Set Manual Location. You'll see Input Latitude. Note the value (last four numbers are enough). Then back out to regular scanning.
3. Go about 1/4 mile away, then do the Menu>Set Your Location>Set Manual Location again. When you see the Input Latitude note that second value. If there is a difference, then your scanner is receiving GPS data as it should.
As others have noted, Favorites Lists should have Location Control set to On if you want them to "toggle" based on your location. If you have Location Control Off, then the Favorites List is always on (unless you turn it off via quick key or avoid, etc.)
If you create a Favorites List from "scratch", versus appending from the full database in Sentinel, pay particular attention to correct location values, particularly with Department locations. The default values when creating from "scratch" are lat/long being 0/0 which is out in the ocean.