Good work. A couple of questions. Did you ever find the shims for the bearings? Mine have the same problem and its been years since I looked at them but I know the Z has a big problem with back lash, and a lot is in the bearings when I have the gibs tight (ballscrew moves up and down measurably).
Also on Z I see you used 2 ballnuts nuts. How are they preloaded / spaced? It looks like both are hard bolted to the ballnut adapter.

Mike