Edit: Sorry, the following procedure won't work as written, as kriktsemaj99 pointed out, using the H-AREA POSITION will crop some of the image. If you can't center your projector horizontally on the screen, then you'll have to live with the 16:9 image being off-center within your 2.35 screen.
Except for adjusting H-AREA POSITION, the rest may be helpful. When I get some time I'll write up a more general procedure for setting up zoom lens memory.
Alas, my face is red.

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I had a PM request for help setting up CIH lens memory settings when the projector is not centered horizontally on the screen. Posting it here in case it helps others.
I haven't done this myself, since my 4000 is centered horizontally, but the procedure should be similar to the
vertical positioning procedure which worked for me. Please let me know if this procedure has problems and I'll edit.
First, Don't use the H-POSITION setting in the POSITION menu, leave it at zero. This is a global setting that affects all aspects, you don't want that. Instead, use H-AREA POSITION in the LENS MEMORY menu.
- Display some 2.35 content with bright edges (press LENS button, then ENTER until input is shown). Zoom until image height matches the screen. Put four Post-It notes just outside the screen to make it easy to see overspill. Adjust H-AREA POSITION to get the image as close as possible to being centered, then back off a few points from the limit of 63 to give you room to adjust later.
- Use the manual horizontal shift dial on the projector to finish centering the image. Leave the dial at this position from now on.
- Fine-adjust focus, zoom and H-AREA POSITION until the 2.35 image fills the screen. Save the 2.35 setting in lens memory.
- Now display some 16:9 content and zoom out to the size of the screen. Do not touch the manual horizontal shift again. See if you can center the 16:9 image using only the H-AREA POSITION setting.
- If you cannot center the 16:9 image in the previous step, then the projector needs to be moved closer to the centerline of the screen. If that's not possible, rotate the projector slightly until the image is centered. If you do either of these things, then reload the 2.35 lens memory you created earlier and start over at step 1.
- Fine-adjust focus, zoom and H-AREA POSITION until the 16:9 image is centered and fills the height of the screen. Save the 16:9 setting in another lens memory.
You may have to repeat the fine adjustments several times to get them right with various input sources.