Ran out of windage adjustment?!

I would suggest to return the avenger and get another one with straight rails. Not to be an airgun snob but the avenger is known to have many many QC problems that makes that gun difficult to shoot accurately, you do get lucky here and there with one though. The rail is most likely not straight, then what's worse is the barrel might not be straight. If you can't return it then it's best to take it apart and carefully put it back together to make sure things like up correctly. Friend of mine had one and it is nothing but problems, after a lot of work he got it to shoot pretty well under 70 yards but basically impossible to do much better than 2 inch group at 100 yards no matter what he tried. He gave up and bought my Mavrick and haven't even cleaned his barrel yet. 
 
Use yellow Teflon tape on both ends of the threads of the Donny and LDC.

@Odoyle What does using the Teflon tape help? And how does it help?





Get better contact for the threads to keep the moderator straight, even with that the tolerance is so bad that clipping is really hard to get rid of. Best bet on the avenger is the baffles from hajimoto, quiet enough and doesn't affect accuracy. 
 
@qball I think I see what you mean about the tape helping to create better contact, but I’m still unclear as to how this would help correct the OP’s issue. It reads like the rails used to mount his scope are crooked, something may be wrong with the scope, or scope mounts.





Every little bit help, it might not or likely not the issue but definitely a variable to eliminate. If the moderator is on cockeyed it can make a big difference in POI shift even there isn't clipping. If the air isn't stripped evenly around the pellet the turbulence could cause very sizable POI shift. One easy way to see if it is the problem is just not use a moderator. 



One thing I forgot to ask the OP is will the gun group at all? If you aim dead center and you can put 10 shots into a hole a foot a way then it's alignment issue, if it doesn't group at all then clipping is very likely. Unless you can shoot a group you can't even start to troubleshoot any alignment problems, get the biggest plain carboard box you can find and start shooting groups! 😃




 
The gun/combo groups very well. The scope itself has been a pleasure to look through and every shot made has been hole in hole at 25 yards but unfortunately not where I need it to zero to.

If the gun shoots really well then it might be worth keeping. Windage adjustable mounts will solve your problem. I use SportsMatch rings a lot, they work extremely well. Not cheap but designed for the exact issue you are having.
 
☝ Be advised Sportsmatch sell different models of adjustable rings so be mindful to get the ones that have BOTH elevation and windage adjustment. I don't recall their 34mm model having both elevation and windage like their 30mm rings do.

Could be. I don't have any 34mm scopes and didn't notice OP's scope diameter. To keep a rifle working that shoots really well it might be worthwhile to put a 30mm scope on it with windage adjustable rings.
 
The gun/combo groups very well. The scope itself has been a pleasure to look through and every shot made has been hole in hole at 25 yards but unfortunately not where I need it to zero to.



You definitely have alignment issues and sadly it's not uncommon with the avenger. You might want to return it for another one or take everything apart to see where the problem is, the assembly quality from what I have seen is pretty not good. First thing I would check is shroud alignment. 
 
@Tnp I think something happened to the barrel, you said you got it zeroed before then you put it away for a month and then gun was off... my guess when you put it away probably you rest gun on the barrel and band it or something got loose. 
B

I agree with you B, I don't think it has anything to do with the mount or scope itself and has something to do with the barrel since I've read a lot of Avenger owners mentioning how their POI shift when the barrel shroud gets bumped by accident. I'm going to take the shroud off and check to make sure the barrel is aligned.
 
Thanks everyone who chimmed in regarding my windage issue on the Avenger. So unmounted the scope, flipped the scope mounts around from front to back and Viola, everything is good again. These are Arken mounts that were torqued slightly under recommended specs just to be safe and yes, it's very weird that there is no gap between the rings. I'll attach pictures of the scope rings fully backed put and you'll notice that there is still no gap with no tension.

20210325_013407.1616654753.jpg
20210325_013354.1616654755.jpg
20210325_013346.1616654756.jpg

 
That scope has a 4 mil both way windage stop built into the cap. Take cap off and use a flathead screwdriver or re align cap for more adjustment. This info is not in the manual. 
Also make sure you are grouping otherwise make sure you are not clipping. Teflon tape is great advice.

I discovered this exact issue with my recently arrived 4-20x50 I realigned the cap and got the adjustment range I needed.