RE: Blade CP main shafts junk brand new?
My BCP also has this play you are describing. I have not investigated exactly what the culprit is but I think it's mainly due to the center hub. Whenever you insert the pin it's easy to bend it and could elongate out the hole in the hub. Also, when removing the main shaft I've always had to file the old shaft around that hole to get it through the swash plate which would open the edge of the hole making it larger. Old pins could certainly cause it too.
My guess is if you've tried the pin and shaft the only thing left is the head! If it bothers you or if it's causing problems I'd give the head a shot or call eflite. I've dealt with them before and usually they've been quite helpful. I haven't worried about it because mine seems to fly just fine with the play-
The only problems I've experienced with new shafts is the gear is often out of center / round.