Hey thanks for the response gr5. Let me respond to your suggestions.
1> I'm not a tweaker. When I have tweaked with settings in the past nothing good came out of it, and it just came down to time wasted. So jerk and acceleration settings are normal, but I will check.
2> What I'm going to do is loosen the set screws and rotate the shaft to a new position, giving the set screw a fresh piece of steel to bite into.
3> Marking the shaft is a great idea! Frankly it's the first time I've heard of it.
4> It sound like you have a misconception about the part build. In the picture the vertical axis (Z) is coming out of the picture. Imagine looking down through the top of the UM2 at the build plate and you would see the part just as it is pictured. I don't know if that affects your suggestions or not.
I'll run through these items and try it again after a meeting and we'll see what happens.