Welcome to the forum Olaff!! This is one of the most thought out researched and designed starts to a build log I've seen for a while.

Looking good, as Clive and Boyan said the Z looks a little flimsy and could do with some bracing/stiffening if you're going to use steel. I can't help thinking that a couple of lumps of 20mm Aluminium tooling plate with milled (you say you have a manual mill) recesses for the ballscrew and carriages would be a simpler option and you wouldn't have to worry about distorting the front plate welding the rail supports on....just a thought.