This would happen if the mount is not properly leveled, or if the alignment is a fair way off. What I usually do, is when you tell it to adjust the azimuth and it slews away from the center, you move the bolts to get the star so that a line running perpendicular the the motion of the star would go through the center. This will be the closest you can get the star to the center. Then you do the altitude in much the same way, except bringing the star to where it was left after the azimuth adjustment.
Your next iteration should make it possible to get it closer to the center.
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