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Could you clarify my suspicions. My spindle (HY HUANYANG, model: GDZ-80-2.2A) has come with a collet nut which has bizarre asymmetrical form of the supporting ring inside it (the ring for collet groove). Since I have obscure issue why all my end mills break with my CNC whereas they cut successfully with the same milling parameters on another CNC, I suspect the problem could lie here. Please take a look at the attached images I have taken for you and guide me please do I have to replace my collet nut or it's totally normal ring asymmetry? enter image description here

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This Old Tony of YouTube fame had a video recently describing the tribulations of a three dollar collet. He discovered that the inexpensive unit had excessive run-out, resulting in snapped bits. This sounds very similar to your situation.

Consider to place a tool in the collet and insert into your mill. Place a dial indicator against the shaft of the tool and observe the run-out. Anything over a thousandth of an inch is going to be suspect.

Perform the same test with a known good collet nut and compare the difference. I think you'll discover that you have the answer in hand.

fred_dot_u
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    Came to post this exact video! The comments at the end about 'clocking' cheap collets into cheap nuts to find minimal runout may provide a solution? – Jonathan R Swift Feb 13 '23 at 10:35