Lathe Cross Slide Problem

[f350ca]

Just curious, but you jumped from remounting the nut that you thought was the problem to making a new lead screw and nut. The machine seams fairly new, so one section of the lead screw should not be wore more than the rest. Is the axial play in the nut on the screw equal to the movement you were seeing on the cross slide? Fixing the mount and splitting the nut to remove backlash would seam like an easier fix.
Making new parts is fun but may not cure the problem.