From reading the small number of "less than stellar" customer reviews for the Vortex Crossfire II 4x16x50 AO scope on the Optics Planet website, it's a brand that I lack confidence in.
It's not the 1st time that I have read some complaints about Vortex scopes even though their complaints always seem to be in the minority.
For that model, the repeated complaint is that the AO yardage markings do not match up to the known yardages which the AO is used for focusing, among other complaints.
Because of that, I would tend to suspect the scope and would try mounting another scope before taking the gun to a gunsmith.

I don't know the method that was used to sight in your scope, but that's also suspect whether done properly as the instructions indicate.
IIRC it used to be that you sight in using the highest magnification before any other lower power is used, which could be dependent on the brand I guess.

I'm not knocking Vortex scopes because I know that they're really popular,, but it's not totally uncommon to read complaints about them not holding zero, especially from air rifle shooters
who are often the first to recommend them highly, quite a lot and often because most Vortex customers are very loyal and do love them.
But when they're not up to par or go bad, I've read about it in some of their other scope reviews which also affected my overall opinion about the brand.

Vortex Crossfire II 4x16x50 AO scope reviews:--->>> https://www.opticsplanet.com/reviews...iflescope.html