Maurice,
There may be nothing wrong with the collets, in my view it is more likely the chuck is faulty. Do you have a friend who can test them independently for you, or lend you his collet chuck to try them again using that on your lathe? That will be quite revealing.
I had similar trouble with ER25 collets and I finally convinced myself after many tests with loaned gear that it was my own home made chuck at fault. I made another and that was correct.
As Neil pointed out, poor fitting into the collet nut will give 'errors' that big or even more and baffle you by being variable; but your runout test in the chuck bore sounds pretty conclusive, it should be at least as good as the MT taper on your lathe..