2 Questions Please

1. After zeroing my rifle I adjust the turrets so they are on zero. I am careful that I don't turn any of the internal parts when doing this. I then go back out to shoot and it's way off. I torque the mounting screws with a torques wrench. Pellets air etc., are identical when I first zeroed it before turret adjustment.

2.Are there any scopes in the $500 range that allow easy adjustment to set the range exactly spot on where the cross hairs intersect rather than remembering and doing the hold over/under using the mil dots?
 
Have both an SWFA 16x42 & MTC Mamba Lite 4-16x40 that I use as you described. Both are zeroed at thirty yards, and the turrets have been adjusted to the "0" marking. Then I use the turrets to dial in for distance. For example- with the SWFA, six clicks to be right on at 50 yards.



Often use holdover with the Mamba Lite, but on the occasions I've used the turrets, it's been repeatable.

I'm a clickin' fool with the SWFA, never using holdover... and it's been 100% repeatable.

Both are well within your price range. Not sure about the variable SWFA scopes, though.
 
My simple suggestion is that you attempt what led you to your first question again. Don't know what scope you have (or even if that would help) but I've had scopes that use the turret caps screw to help tension the internals. They can really easy to move even without hearing clicks, especially if you didn't fully remove the turret cap without turning it at all.
 
Assuming you are shooting at the same distance and using the same pellet after moving the turrets to zero, then I think you have to accept the fact that you are indeed moving the reticle. With some scopes, the outer turret cover removes completely when re-positioning, others just loosen. If it will come off, then remove it completely. If you pull straight, you can be reasonably sure you are not moving the reticle. Some scopes of the latter design become loose in a couple of stages; i.e., loose, then really loose, so be sure you loosen it completely. Scopes in the $500 range are not going to be the best, but some are very good, and should allow zeroing as the manual instructs.