Hmm, that 'sphere' looks familiar! :whistling:

I think you should try running back and fourth with a greatly reduced feed rate. Say 50%. If it does go back to zero accurately you then know it's missed steps, not something more interesting happening.

You may find that it runs fine when jogging, but not in reality due to there being multiple motors running when cutting. So try jogging both X and Y by pressing multiple arrow keys at the same time.

If you really want to do it properly then get a piece of string, a pulley and a suitable weight (say 10N ish, much more if you're thinking of cutting aluminum) to simulate the cutting force. Set it up so that moving the X axis lifts the mass vertically and ideally have it so the string from the Z axis to the pulley is horizontal. Shouldn't be too hard ... Repeat the process for Y, and Z if you're keen!

Hope that helps...

Oh and to answer the original question - no that's not what backlash will do. Poor backlash would cause 4 lines to be visible on the surface of the sphere, each at the point where the X or Y axis changes direction.