I found a very likely cause for my issue of the Z-axis drifting downward. I locked the gib on the head slide and actuated the Z-axis. What I saw surprised me (see video in link)!
After this video, I tightened the locknut and actuated the axis a few more times until I had 0.015" of drift. Tightening the nut again brought the head position back to where it started.
I bought the "precision" ballscrew kit from Precision Matthews
When I was tightening the ballscrew locknuts, I never did get a good bite on the setscrews. Apparently, my Z-axis locknut has been backing out for a while now. I suspect that my small allen wrenches are worn out, because none of them fit this tiny 2mm setscrew well. I bought a new set of wrenches yesterday and I'll try to get it locked down. I checked the X-axis, and it was loose too. I bet the Y is the same case.
What is the torque spec on the ballscrew locknuts? There wasn't any guidance in the kit. These locknuts are grooved to accept a small hooked spanner wrench. I'll see if I can buy a torque adapter for my torque wrench. I'm guessing the torque spec is somewhere in the in-lb scale.