There has to be movement on something. Have seen a few installations where the owner thought he did a good job until shown the error, most common is using the depth stop screw as an easy means of fixing.
Have you manually tried fractional movements unattached?
Post a piccy of the mounting, it should help a lot.
Not quite sure what you mean about the "depth stop screw". I have tried moving the units while unmounted and get instantaneous response from them when I move the sensor.
I can get pics of the mounts for you tomorrow, but they are secure, no doubt there. For the X axis I drilled and tapped holes in the back side of the table end plates (securely tightened BTW) for attaching the scale and attached the sensor using one of the chip guard screws already in place on the back of the table. Everything is torqued down half a good breath from stripping the threads. The Y axis is mounted exactly as shown here:
And the Z axis is basically the same as the X and Y but mounted vertically of course.
The two horizontal DRO's are covered by sheets of nitrile rubber to deflect coolant and swarf. I have not made any chips with the units attached so it cannot be foreign matter intrusion causing the problem. I really can detect no movement in the mounts. It is frustrating.