Not normal, that's way too much play, especially on the yoke bearings. No wonder you could not achieve DB, it's hard to get the sled to even stay in static balance when you have so much shift.
Very small amount of play at the handle is acceptable, but even there you have too much. That's the easier one to fix, unscrew the handle from the blue knurled part and you will see an allen bolt with a split washer beneath it. Tighten it just so that you remove the play. Do not overtighten as that will introduce drag. If the screw is easy to turn it would be wise to add threadlock (Loctite 222) or you will be making the same adjustment again very soon.
As for the yoke, when you pull out the plastic caps you will see screws with two holes in them. You will need a pin spanner screwdriver or bit, I think it's size #6. Do a rough adjustment first, tighten both screws so that the post is approximately centered in the gimbal. Tighten the screws just enough that you remove play and stop. If you tighten more than that you will just introduce unnecessary drag in those bearings.
Now that you've done this you can go ahead and do a centering procedure. You can find an excerpt from an Ultra2 manual which explains how to center the gimbal. That manual was easy to find but Tiffen redesigned their website and I can't find it anymore.
I have a bit of time so here's how I do it, some steps are different than in the manual but this method works:
1. First load the sled near it's maximum payload. I don't use any cables and I make sure that the build is 100% solid. There must be no shifting of any part of the sled. Ideally, you want to pass the shake test.
2. Put the sled on the balancing stud and orientate it perpendicular to the gimbal handle. Looking at the side of the camera, I like to start balancing with lens pointing to the left so I will refer to that.
3. Do a static balance. 2.5 second droptime is a reasonable start. You may want to center it first to that and then if you wish you can continue refining with a slower droptime.
To center it to slower droptime than 3 - 3.5s you have to make sure that the gimbal bearings are in great condition. If they are dirty and sticky they will cause sticktion the slower you go with the droptime. After a certain point you won't be sure if the sled is hanging because of centering or bearing drag. And if you slow down even more (5 - 6 seconds and more), then physics come into play, you will lose the help of inertia. It is possible to center it with such slow droptimes but it gets very finnicky and time consuming. In short, centering to about 3 seconds is good. If you achieve that without much of an issue proceed to center to 4 seconds. No point going more than that unless you really like working with very slow droptimes.
4. Verify that the sled is in good static balance (you may want to use a couple of bubble levels during centering) and then pan 180 degrees. If the gimbal is not centered the sled will be tilted either left or right. With bad quality rigs the sled may even start to hang towards or away from you. In that case you have a badly manufactured gimbal housing and there's no help for that. But you have a Zephyr so you should be ok.
Now you have to shift the post by adjusting those two spanner screws. Remember that you have tightened them just enough to remove play so it is very important that whatever you do to one screw, you do the same to the other one but in opposite direction. The goal is to shift the post without increasing drag or reintroducing play. Never drive both screws in or out together. It's always - one goes in, other goes out. Also you do very small adjustments here, about 1/16 of a turn.
6. Ok, so you did a static balance and panned 180 degrees. Now the lens is pointing to the right and let's say it's tilting up which means the sled is hanging to the left. To counter that you have to adjust the left side screw clockwise to go in and the right side screw counterclockwise to go out. Do the adjustment and then pan 180 again to return to the starting position with the lens pointing to the left.
(now this is where my procedure deviates from the manual which says once you do the static balance you don't touch the top stage anymore)
7. Now at the starting position you won't be in static balance anymore so rebalance until you are. And then just repeat from step 4. until you get to the point where the sled is holding level after a 180 pan. Congratulations, your gimbal should now be centered.
Also, before you even start, pull those screws out, clean and degrease them and the threads in the yoke. Then before you start put a little bit of Loctite 222 on the threads. If you don't there's a high chance that you will need to recenter again soon.
Don't worry if you don't get it from the first go, it takes a little practice.