Dfurdon have seen this on 2 different scopes as well
It is something close to the sensor, so naturally, independent of whatever OTA you use.
To confirm, turn your camera angle slightly relative to the scope, and if the spots remain at the same places, it is dust on the camera end.
Check your camera's protection window, but it looks like that it is even closer than that to cast such an umbral shadow (unless you are using a collimated light source). So, also check the sensor itself. You should not be getting dust if you had not opened the camera chamber; but who knows, with the kind of QC ZWO is having nowadays.
Try first to blow the dust off the protection window; do NOT ever blow air from your mouth, or you will make matters worse (sticky dust that requires lens cleaner to remove) -- use a bulb blower that has a HEPA filter), and if the spots are still there, it is on the other side of the protection window or on the sensor -- either case requires you to open the camera chamber up. Be careful not to drop the protection window while opening the chamber -- many ZWO cameras don't have any mechanism to hold the windows in place when the chamber is open. If you are not sure what to do, just return it to the dealer and let them deal with it -- there should not be dust on a new camera.
Chen