I have just (nearly) completed a 4th axis for my Harrison milling machine. It is based around one of the Harmonic Drive FHA actuators.
This is quite a lazy way to do it, they are pretty much a complete axis out of the box.

Rather than describe it all in detail here, here is a link to a blog post on the subject.

Bodgesoc Blogsoc: Harmonic Drive 4th Axis

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