Is the setting on scope supposed to match the yardage you are shooting at? Say parallax setting 200. Should that match 200 yards?
Parallax isn't just a focus issue, it's main effect is to properly align the lenses inside which eliminate movement of the target relative to your eye. In other words, adjust the parallax for a clear image and then move your head a little and see if the reticle stays on target, it will move but the idea is to minimize that movement.

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