Some progress in the Z axis. Here you can see the Z axis plate that moves the Z cylinder of the mill. There will be a nut in the smaller hole. Stepper goes to the top of the spindle box.
The second largest hole is meant to be attachment for high speed spindle. Rotational rigidity of Z cylinder will be a problem here.
You may wonder where my workpiece holders are in the machining picures. The aluminium piece is attached to MDF piece with hot glue! Seems to be very handy way attaching this kind of workpieces. It doesn't cause any stress in part and holders will not be blocking the way when machining. Workpiece can be detached by heating.