Most likely, the beam is not at the middle of all three mirrors over the laser head’s entire range of travel, so it hits either the edge of a mirror or the edge of the nozzle.
I use manila targets to located the beam at each mirror:
Verify the beam position on the mirrors at both ends and the middle of each axis, then check that it’s in the center of the focus lens and the nozzle:
While you’re in there, make sure all the mirror lock rings are tight and the focus lens is installed with the flat side down and the lock ring snugged on the silicon O-ring.
The next possibility is that the tube is not resonating in TEM00 mode, so the beam cannot focus correctly. A previous discussion describes what’s going on and how to check for it:
All that may seem tedious, but when you’re done you can show off the targets to prove the problem lies elsewhere … 