Had another thought, I went down the same route of shimming the lead screw fixings at the tailstock end to get everything aligned but still had problems.
I found that loosening the apron screws, engaging the half nuts with the saddle at the chuck end and you could watch the tailstock end of the lead screw come into alignment.
Tightened the apron screws then the tail stock end, disengage the half nuts, run the saddle to the tail stock end, loosen the leadscrew screws again and engage the half nuts and see if the leadscrew moves, I am assuming the leadscrew is not bent.