1.) Your Z axis! You have constant max long arm from top of endmill to z-wagons - why? Rails I like to see on the moving part of Z, rails making moving part of Z-axis more rigid (then wagons will slides on the bridge and this part will be as short as bridge widht). Then additional plate between bridge wagons and Z-wagons ... or bridge rails and wagons to the other side of bridge.
2.) Dont try to lighten your machine. Why to cut windows on the bridge?
Very modern ? ?
This is milling machine, not any rc-airplane. As massive as better. Later you will want to make it more massive anyway and you will close all windons to keep your machine as clean as possible. Also you will think: oh dear ... why I used so thin materials... why I did not use at least twice thicker ...
Added photo of my machine I built many years ago. All axles have 4 wagons, X-rails are under the bottom, y-rails on the back of bridge and z-rails on the moving part of Z.