The belts each have tensioners (just a M8 or M10 in a machined slot to allow any slack to be taken up, packed with bearings to present a rolling surface to the belt). There's no discernible backlash (yes, of course there's theoretically "some" but not enough to worry me) - choice of HTD belts obviously helps to some extent.

How critical is belt tension?, don't know - took out the slack and I can measure a step on the stepper translating to linear motion.

Side loading on the motor shaft bearing?, if it's a problem I'll replace the motor, it's worked well for 18+ months with light use. The bearings are designed for radial loads so I'm not losing sleep on that one.

You have to consider the scope of the mill - is a mini bench top mill - nothing more, nothing less.