Check the postion of the wastegate shaft compared to a car that you know holds good boost. If the arm is at a different angle to yours, the it will be this.

What happens is that the heat makes the metal soft and the spring tension from the actuator is enough to twist it, so that it effectively backs the boost off. You can keep adjusting the actuator to compensate, but eventually you will reach the end of it's range.

The only cure is to fit an inconnel wastegate shaft which can withstand the heat.