Backlash is a mechanical "shortcoming" made up of all the little spaces between gears and other things in your drive train. If you are down to 0.0001 (1/10 thou) in one direction, it doesn't sound like you have any and 3 thou in the other is perhaps a little high, I like to be + - 2 thou, but whatever - it must by definition be equal in both directions.
I would first check you steps per unit and make sure that is accurate. This should be calculated althoug if you are saying someone else made the machine you might not have all the detail necessary. Check the steps per unit by moving the axis one way and checking the dial indicator and zeroing the DROs, then moving the axis the same way by typing in the MDI line G0 X1 or X-1 as the case maybe. It is essential you move in the same direction, to take up any backlash. Check the distance moved. It should be exactly one inch.
I am assuming you checked the backlash by moving one direction, zeroing, then moving (with the MDI ) in the same direction one inch, and coming back (with the MDI) and checking if you are at zero. (You should be but will not be, there must be some backlash, although whether you can measure it or not is another matter.) This should be done with backlash compensation OFF.
You can, of course check backlash in bother directions. Enter your backlash in the table, and switch on.
If movement is consistantly short in one direction, this coud be missing steps, as your BOB board (if you have one), changes direction, since many BOBs have voltage and signal changing electronics which upset the timings of the signal from your computer. I do not know how many steps per unit your are using, but missing a few could make this difference. I am on 6000 steps per inch (ignoring microsteps, so I woud need to lose 18 steps for a 3 thou error - on your system it may be less)
I do not know what drivers you are using, but most driver boards will drive directly from the 25pin output from the computer. (Mine are Geckos and drive through a non-powered BOB board) Try making a direct connection and see if this alters things at all. You can leave all the rest of the wiring intact, just use a direct link from your computer to your driver for the step and direction pins. Probably the simplest way is to unscrew the output wires to your driver board and fasten these onto your input wires from the computer.
To go back to the opening, however, if you are down to 3 thou and zero the other way, you are doing well, you should see mine (although backlash compensation takes care of it)