Yes, I had my son move the steering wheel while I checked for play. It's one of the most confusing things I have ever seen. As soon as the wheel is moved, I can see the shaft and wheel start to move which seems like it would be perfect. I also checked the steering wheel itself for any play side to side, or up and down. Everything is new and seems to be adjusted correctly. I even went through and re-torqued all bolts including the steering box to frame. Nothing I do makes any difference, and I can't find anything else in the front end that could cause it, plus everything is brand new.Did you look at the steering system. With the car parked and someone shifting the wheel left and right a few degrees. Any play should be easy to see or feel.
The rag joint is only a problem if it's broken. A fresh one is as tight as any universal joint. I also do not like to omit the slip joint with these aftermarket shafts. When a body sitting on rubber bushings and the front left frame horn are wiggling around. Nothing in the steering box or column is ready to deal with length change.
And as Chuck mentioned, my shaft has the slip joint built in also.