2000nissan frontier 4x4 steering help!

Ok problem is steering wheel has started to have play while turning either right or left. Just put bunch new parts on front and nothing was worn. While getting alignment done shop thought it was steering gear box while I think it's something in between box and steering wheel. Is there a joint I can check for looseness. Take steering wheel apart and look for something else loose?

Try tightening the worm gear adjustment on the top of the steering box (look for a slotted screw head on top)......adjust very minutely, repeatedly checking for steering tightness as you do this. Tighten until the slop is gone, but not too much to bind it up.