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Zee have you tried mounting the indicator on a rod held in a chuck in the spindle and run it up and down the column?This will tell you if the face between the milling head and the column is nor square. If not you could add a shim
...You mentioned you trammed the head to the column in the Y direction first. I was watching a video and they had trammed in X first.Is there a particular reason why you went with Y first?...
loosening the spindle head enough to insert shims to align the Y-axis would allow the spindle head to move side to side, invalidating any previous X-axis alignment. That's why I did the Y-axis first.