The same happened to me a week ago on my newly purchased Zortrax M200.
I was told again and again, by the display, to turn the nut to raise the front left part of the bed. I turned it and finally got “Auto Calibration failed” five times in a row.
I found that the screw turned with the nut and that the bed stayed at the same level.
The solution was to add an extra standard M3 nut under the magnet, inside the spring, and tighten the nut against the magnet.
This preventing the screw from turning, and made it possible to adjust the bed up and down - auto calibrated succesfully.