I did pretty much the exact same thing last fall, using a CNC Fusion kit with an x3 and got similar results with backlash. The z-axis tapered gib is probably not fit well enough to apply equal pressure at the top and bottom of the gib, seemed to be the case with my setup. This causes the head to rock forward and back. You could take the head off and then using a few round bars and calipers to measure the difference in distance between the top and bottome of the dovetails on the back of the head with the gib installed. You may have to do some scraping to correct it. I also had issues with the steppers stalling/sputtering (same electronics setup as well) and had to lower the speed way down and loosen the gibs to the point that it didn't cut very well. Make sure you keep the ballnuts lubed because I just squirted oil on the screws periodically and now there is about .008" of backlash (up from .001-.002”) in the x-axis and I can’t find another source for it. CNC Fusions parts seemed to be well made but unfortunately the mill was less than up to the task of letting them perform to their potential.
In the end I gave up on the X3 (like yours it paid for itself in manual mode and some CNC work) and just bought a Tormach 770 w/ the stand and coolant kit, will be leveling/ tramming it today and hopefully making parts by next week. The X3 is going to make a pretty nice precision drill press though, so it still has a place in my shop. I make parts for my business and I just got tired of fussing with the X3 and not being able to trust it, hopefully the new machine will work out better. It has lube lines run to everything, something you might want to think about. Good luck and I hope you have a better experience than I did.