This is the correct way to set your blade depth
To start with, you should set your blade depth correctly, by taking the blade holder out of the machine, and firmly cut across a piece of scrap vinyl, you will be cutting. You should only be cutting the vinyl and barely a mark on wax paper backing, Adjust blade to get there, Then put the blade holder back in machine, and use the force of the machine to get there, same results, only cutting the vinyl and barely a mark in wax paper backing. You should just barely see and feel your blade tip out of the blade holder.
It should not matter which direction you are cutting. It should cut fine all directions. You have to start with the correct blade depth first. Then your force.
Check for gouges or scratches in your cutting strip. They can cause problems.