There are many factors to review here before you change any parameters in the lathe control for thermal deviation.
The first factor is the age of the machine. In early HL machines, the ballscrew was thermally controlled by the actual coolant. A plastic tube was routed into the x-axis ballscrew from the bottom. If the machine has this, you will see it by looking on the underside of the x-axis way cover. There is no need to remove the cover. Just look under it.
If you see the hose, the next thing to check is the flow of coolant. Turn off the coolant valve going to the turret and carefully turn the coolant on at the control. If you see coolant pouring out of the ballscrew area, then it is working fine. If not, remove the back cover of the machine and look for the t-fitting in the coolant line. It is mounted to the back of the wedge assembly. Take the fittings apart as there is likely a clog.
If you do not have the hose going to the ballscrew, you have the thermal sensor for the x-axis ballscrew. Along with the thermal sensor, you have “model” compensation for the spindle. This form of compensation monitors the movement of the machine. It then has an internal model of the machine movement due to the heat that is generated. It compensates accordingly. We need to learn more about this.
I can help you further. I will first need to know the serial number of the machine. I also need to know the direction of the deviation as you are machining. Is the OD of your parts getting bigger or smaller as you use your machine through the day? What are your cycle times? What is the spindle RPM used? Does it move in the opposite direction as the machine is not used? Do you have a large offset that you have to remove after your first part in the morning because you were compensating with offsets the previous day?