The inductors are too tightly coupled and will interact. It will never be perfect of course (5 coils and only three orthogonal directions in this universe!) but I'll suggest a few small changes that will help.
I'll number the inductors in your picture this way:
1
2
3
4 5
flip 1 so the hole points up (like 4) to make it perpendicular to 3
rotate 2 so the hole points down, towards 4. That makes it perpendicular to 1 and 2.
rotate 5 so the long axis is left/right.
Move 4 and 5 as low as you can.
This leave 1 and 4 parallel to each other but fairly well separated. 1 and 5 are also parallel but even better separated. And each component is pretty much in the same place as you have documented.