For me I do not see a pen retaining issue. I say this because I see two circles, both of which are very similar.
If the pen or marker was not being held steady the lines drawn would be more jagged, and the finished circles would be very different.
I do see an out of square gantry, as you have indicated with your X and + description. Have a look at both ends of X and Y when they are
presented up too the corner feet. Do you find that one hits the corner and the other ends falls short? If so by how much does it fall short?