Perhaps I bought (in air quotes) "too much scope?"

Try setting it 1/2-3/4" low at 10 yards and see if that gives you just a bit high at 30. Pick slow power like 4x and stay there mostly

1st thing - does your scope have Adjustable Objective? That is a huge help when shooting at very close ranges. I highly recommend getting a scope with range dots and learn to use them. I find that is much faster, quieter and far more repeatable than click click click click click (dang, how many clicks did I need to move?)

2nd. How fast is your pellet travelling? Try shooting a heavier (slower) pellet. Understand that there is going to be offset in the different distances, absolutely. FWIW, my P-rod is within 1/8" POI from POA at ranges from 15 to 30 yards and my MV is around 650-660 FPS.
A 40mm scope will be quite a bit above the bore center line, necessitating both taller scope rings and a steeper scope/bore angle to get the pellet up to line of sight in a mere 15 yards. A 32mm or 30mm scope will not need to set so high above the barrel and will lessen the angle of incidence.

I absolutely love my Hammers 3-9x40 AO scopes (all 5 of them) - those do have mil dots. 

On the P-rod at 10 yards, I have to use one full dot under the cross hairs. 15-30 yards is dead on, 35 yards is 1/2 dot and 40 yards is one full dot. 50 yards is close to 2.5 dots.

Download chairgun ( free ) or another such program, doesn't sound like a scope issue, just type in your numbers , scope height, .... . You'll likely find it's right on the money.

John

Chronograph chair-gun,WITHOUT a mil-dot scope it'll show you the rainbow trajectory and .if you plug in all the numbers correctly you can get extremely close.I use the Optimum Zero function- with a 1" kill zone on my P-rod shooting 16gr.@700fps zeroed at 36.5 yards - keeps me .5 of an inch high or low from 9.5 yards to 41yrds point blank range PBR- I hope some of this helps

Have ya gotten any closer to making it work for you jonny75904?

I wouldnt zero at 15 yards, I tried it. 25 or 30 yards is the peak height of an arc for air rifles (for most). That close a zero like 15 yards will drive you bonkers.

Measure the scope height correctly and apply this to Chairgun or Sterlok app. Middle of the scope's tube to middle of the barrel. On my WildCat it is exactly 2.5 inches. Not 1.5" default typical setting. The correct scope height along with KNOWING the velocity of the pellet in question will be a huge eye opener for you. Then shoot at all ranges and take note the POI vs POA. Compair to Chairgun and keep notes.

Good luck.