Check the guide rollers are not too tight, and there is no 'bump' you can feel when you move the axis by hand. Check all axis including bed. You will probably need to adjust them.

Mine came with bumps due to overtightened. Use the off center adjuster wheels to loosen them up until the axis moves without a bump. It should move freely but have no wobble or play. The adjuster rollers are the ones where the standoff the roller is on is not round. It is shaped so you can turn it with your spanner to adjust.

Looks like Z axis rollers, but I would check them all.

Best way is to slacken them off until there is wobble and play, then slowly adjust until there is no wobble or play. If you grab the rollers with two fingers, you should be just able to turn them while preventing the axis from moving. This should require only thumb and first finger, but should not be easy to turn.

You should feel the bumps have vanished as soon as the rollers are adjusted and the axis has been moved around a couple of times.

There are quite a few youtube vids you can find about adjusting the rollers if you are not sure about anything.

Make sure to turn off the printer before removing the card. I corrupted my card and had to reformat it many times before working this out. Format it FAT32, 4096 bytes.

If you are putting the files in a folder called Main then, as pointed out by @rick3d, don't. Make sure to place files directly in the top,home,root of the drive. Not in any folder. Also make sure the files are .gcode files.

The firmware settigs are such that it will not show none gcode files, or files with long filenames, or files with spaces in them or, or, or

Keep filenames short, make sure they are .gcode files, make sure no spaces, use underscore or hyphen or plus instead. I am not sure about number of files limit? Maybe there is some limit can only show max 30?

You could try the latest firmware, or compile your own, you can remove most of the limits and show all files, long filenames etc. Another option might be Octoprint, but that is quite involved and needs a Raspberry PI. Does work very well though, but then you would probably be compiling your own firmware anyway.

IF you have not found it already, you probably want to view some videos about setting -Z offset. Some say you set it to Press the peice of A4 paper so it wont move. I found to set it so it just touches the A4 paper. You should preheat before setting the Z offset too, mine changes by over 1mm from cold to hot, and will not print (prints mid air) if Z offset is set without pre heating.

When I got mine, it was ok, but Z offset kept moving, after trying everything else (typical) I stripped the bed and found axial movement in one of the bed roller bearings. when you press the center of the bearing there should be no movement. in my case I had to press fairly hard but could get movement just using my fingers.

I also noticed some vibration appear after that. When watching the print it was when doing small squiggly lines, and felt like the bed causing it, so I tightened the belt a little bit and it went away. the belt tension is a hard one to find information on. But I find that loosen off until very slack , almost falling off, then slowly tighten until there is some small stiffness to the adjustment knob, also you will see the belt stop stretching. It is not twangy like a guitar string tight. more 'snug', so basically the adjuster is loose then as it starts to stiffen a little is about right, maybe a tiny fraction more?

other than that, and you said you have checked all the screws and bolts, then I have no idea beyond check all the bearings to ensure you dont have a bad one with play in it like I did.

@kaciker as the cheap blue light sensors are always reporting no filament when you have filament in them, then you should not be able to print. you will need to take a soldering iron to the sensor to fix it. The filament sensor only activates when you are printing. Try printing with the sensor connected but do not put the filament in it, when the printing starts, press the switch lever, it should now pause the print. The fact the blue light comes on dow mean that the S has been connected to LOW so now it thinks there is no filament

@moki to your question. It is effectivly disabled by not having a sensor plugged into it.

It is enabled.
The filament sensor is same logic as the Z-endstop.
Active LOW (no filament).
Inactive: floating (filament present)

I tested the S pin and it has internal pull up 3.3v HIGH state activated in firmware. This means that without a sensor it will never trigger so can be permanently enabled. To trigger the filament runout you must connect S to G.

I did test with a cheap blue light sensor but that was Active floating (no filament) and Inactive LOW (filament present) so immediatly triggered runout when starting a print. I am upgrading to the 4.2.7 board in the next day so I have not tested properly with correctly modified sensor (must soldering iron the cheap blue light runout sensors to get correct logic states).

IMPORTANT!! Correct board connector wiring below, verified many times to ensure correctness. All the images/diagrams I found on the web showed S and V wrong way round. Damage will occur to the board if S and V are swapped when using the cheap blue light sensors. In fact, you should probably remove the V (red) wire from the connector to ensure you cannot short it to G.

It is safe to connect S to V or S to G
You must NOT connect G to V ,, which WILL happen if you swap the wires round on the cheap blue light sensors.

I have also some reports of the cheap blue light sensors coming with incorrectly wired cables too, so check, check and check again.

S(ense) is the pin closest to power and bed heater power cables. I will call it Pin 1 .
G(round) is the middle pin (pin 2).
V(cc 3.3V) high current!! (pin 3)

Again..... while your playing with the wiring be very careful not to short V to G or the magic smoke let out you will.

I have created an image showing the correct connector and wirng for 4.2.2 and 4.2.7 filament sensor connectors below.