What's going so badly Wrong ?
Dont try to zero your rifle on one shot, shoot a "Group of three or more shots at a single POA (point of Aim)
as a start point use 20 yards, this will produce a pattern of hole in the tgt, draw a circle through the centre of the 2 furthest apart holes, find the centre of this circle (mean point of impact) adjust the MPI on to the POI with the adjusters on your scope, (if you need to move the MPI left follow the arrows on the sight adjusters).
Your S410 should be capable of sending 3 shots through the same hole at 20 yards.
A very common fault with the S400 range, is You might have knocked the barrel at some stage and forced it out of alignment, there are two little grub screws on the Figure of 8 (barrel Band) try loosening these let the barrel settle and nip them back up.
Hope this helps Bud