Hey Bill,
I would think of two possible causes: Deflection under load and possibly also backlash. Did you measure ball screw backlash?
When you calibrate, you use the machine with no load. Under load, the Onefinity CNC machine has the Z slider as its weak spot (see here, here, and here). That’s why I would think of deflection under load first.
What does you machine show regarding deflection when you make this test? I assume you don’t get the diameter of a red blood cell as deflection like Marco Reps gets on his DIY machine 
However to perform this test, to get a meaningful result, you would better attach the force gauge to the end of the milling bit, as it’s there where the deflection finally does it bad influence 