I'm actually in the process of designing my own 4-axis DRO installation on the '940.
I'm looking at what you've posted here, and it looks like we're headed in the same direction for the X axis. I'm planning to build a bridge all the way across over the way cover, and you're supporting from one side. Either should work fine. For Z, I'm planning to mount the scale flat on the right side of the column and still debating whether to try to reach all the way around the shield, or just leave it off. For Y, I see that you opted to mount the scale flat against the casting and angle the read head. I was planning to mount the scale and read head vertical and take up the 20'ish degree angle in the mount. It's this angle mount that's giving me the most trouble. I can make pivoting brackets, but it's a lot of little parts. I was looking at a weldment, but that also gets complex.
How are you planning to deal with adjustability? I don't see anything in the images in your post. I was planning on using slotted holes and jacking set screws for alignment, but haven't started making any parts yet.
Two options for Z:
Bent sheet metal reach-around bracket
Machined from solid mount, no shield:
X Axis, shield removed for clarity:
Y Axis:
I haven't added all of the fasteners to the model because I'm lazy.
The thing I don't like about the Y axis is all of the little angle brackets. With two setups each, it'll just be a grind. It would be easy to do something with bent tabs, but the front bolt pocket is in an awkward place.
James