I agree with you about the nodding etc. Others have much better results. If your gib actually fits and you tighten it us really well the slop in the motion will decrease, at least in the y direction. I did this just to test it out. However, if you do this in the center of the vertical then don't try to move the head up and down too far as the ways will get really tight as you approach the top and bottom. I was fearful that I might actually crack the saddle if it got too tight and then cranked the head up high. It will be tighter at the top and the bottom z- axis range of motion because the ways do not bend (as much?) there.Initial messaging with pm states this is normal behaviour for a mill to unpredictably nod in
the Y and shift or tilt in the X along the z axis. Ill have to look more into this but it seems odd a 5k$ mill cant consistently sit within at least .003 of perpendicularity to the table.
For now ill just have to keep cleaning it up and checking it out. Hopefully it gets better.
If you really want to know if the lead screw has to come out, you might contact @ptrotter , or just look at his posts, as he took the lead screw out and replaced his lead screws as he rebuilt the machine into a CNC. He took on the task of stripping all the whole surface of the machine and repainting it too! This meant that he basically took it all apart including removing the vertical column. https://www.hobby-machinist.com/threads/new-pm-940v.87161/page-5#post-827110