Unless other items are changing shape, deforming, or pressing together further, the only way a headset can loosen is if the stem works its way up the steerer tube.
You mentioned you cleaned and assembly prepped stuff. What, specifically?
My recommendation would be to take everything apart, clean it all again, and grease everything except for the steerer tube and inside the stem clamp. Make sure you grease the stem bolt threads. Apply assembly grip paste to the steerer and/or the stem clamp. Put it all together, adjust the headset. Once there is no play at this point, tighten down the stem bolts. Make sure you increase the torque incrementally. Once the torque wrench clicks on one bolt, go back to the other til it clicks. Then I go back to the first, loosen 1/8 of a turn, retighten til it clicks, making note if the bolt turned any farther. If it did, repeat. If not, you should be done.
This is all assuming you have whatever the fork manufacturer recommends inside the fork steerer (compression plug, sleeve reinforcement, nothing). Some forks that are intended to have an expanding sleeve are intolerant of it not being there.
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