I think that Maestro is spot on, with this problem
It would seem from the description of the problem that the scope is not set correctly on the mounts
What I mean by that is the scope is effectively twisted (probably to the right), so that the horizontal cross hair is not exactly at 90 degrees to the line of the center of the barrel and the center of the scope.
One way to set this correctly is a bubble level fixed to the guns scope rail, to ensure the center barrel / center scope line is vertical, then using a "plumb" line ( a simple weight on a piece of string will do) set out at your zeroed range, check that the vertical cross hair corresponds with the plumb line vertical.
As I have said above I suspect that they will not, and the scope will require "twisting" in the mounts to enable the two lines to line up. Once this has been done the described problem should have gone.