I am glad everything worked well for you!
If you get a chance to obtain or borrow an UpLula loader you might find that the 17 rounder will hold 17, but must be coaxed for a few loadings.
PX4 full sized pistols are zeroed in @25 yards. Compacts and SubCompacts are zeroed in @15 yards. There should be no windage (left to right) variation unless the sights are not mechanically centered on the slide. A visual inspection could determine that.
I have found that heavier bullets hit a slight bit higher. @10 yards a 180 grain bullet might hit an inch higher than a 165 grain loading. PX4s are designed for self defense or combat usage. Therefore, the sights are made for a dot alignment. Fast acquisition is enhanced that way. A bullseye pistol might have a 6 o'clock hold (by as much as 2") for that type of shooting.
I have found that placing the top edge of the front sight right at the POA (point of aim) will produce a POI (point of impact) centered on that top edge. The PX4 is capable of bullseye shooting. I do a few mags of precision bullseye shooting each session. It will produce a group of 1.5" @10 yards free standing, hand held.
As to whether there is shooter error or getting used to the pistol that is causing windage inaccuracy.... It is possible. Too much or (usually with a DA/SA) too little finger on the trigger can affect that. A grip that is not having both hands agreed on straight forward and tightly or rigidly keeping it that way during trigger pull can cause a problem.
I have also found that seeing the sights clearly enough to accurately determine the centering of the front sight is not as easy as one might hope.
I would make sure that sight picture is very even first, then check yourself with snap caps. You can randomly place a couple of snap caps in your mag (or have a friend do it, so you really are surprised when it comes up). When you are shooting and responding to recoil and want for the perfect shot... that snap cap will show you where your sights are going and when. You can see if it is flinching or post ignition push.