At what distance did you zero the windage ? What parallax setting are you using
I'd zero for windage with your parallax set to that distance then try all your close distances with the parallax adjustment set exactly for the distance you are testing. So if you want to set your windage at 15m set you parallax to exactly 15m, do this by adjusting the scope until any movement of the head doesn't result in the crosshairs moving around the target as the marking on scopes are rarely exact.
Once the windage is set then try shooting at different distances with the parallax set at that exact distance.