Potentially caused by cone error (i.e., when pointed towards the pole, the declination plate is not pointed to the same location as the polar (RA) axis, so the polar alignment does not really align the location of the polar axis, but instead the different OTA location).
Most mounts will create a model of itself through the use of multiple star aligment, and corrects for this. ZWO does not model the mount with the alignment stars (donno why), so manufacturing defects are not corrected by their star alignment process.
Since you run SharpCap, you can run ConeSharp to measure if cone error is your problem.
https://www.sharpcap.co.uk/conesharp
If it shows a good deal of cone error, you can shim the declination dovetail clamp to get rid of the cone error. But since you have paid good money to get a usable mount, ZWO's QC should have taken care of it (or have included it in a mount model and corrected by star alignment). Instead of wasting your own time, I would just ask your dealer to swap the mount if you find the error to be unacceptable.
Chen