I tightened the set screws and marked the shaft and the pulley as you mentioned. The pulley us not slipping on the shaft. It doesn't shift the layers with other files. I have tested this with a test cube file that I use, a test file that I use for calibrating the height of the build plate, other small cylinder shapes, and a popular sculpture of Captain Picard from Star Trek. These all print out perfectly, but the cylinder-shaped objects that I'm trying to make fail miserably.
I forgot to mention before that I have another printer that is the same make and model which is exhibiting the same behavior. I thought it was probably the slicing program but I am not sure that is the case. I have written to the people who sold me the printer to see what they think. I have a third printer that seems to print the parts just fine using Cura. Can you offer any other suggestions?