Single-molecule localization microscopy has developed into a widely used technique to overcome the diffraction limit and enables 3D localization of single-emitters with nanometer precision. A widely used method to enable 3D encoding is to use a cylindrical lens or a phase mask to engineer the point spread function (PSF). The performance of these PSFs is often assessed by comparing the precision they achieve, ignoring accuracy. Nonetheless, accurate localization is required in many applications, such as multi-plane imaging, measuring and modelling of physical processes based on volumetric data, and 3D particle averaging. However, there are PSF model mismatches in the localization schemes due to how reference PSFs are obtained, look-up-tables are created, or spots are fitted. Currently there is little insight in how these model mismatches give rise to systematic axial localization errors, how large these errors are, and how to mitigate them. In this theoretical and simulation work we use a vector PSF model, which incorporates super-critical angle fluorescence (SAF) and the appropriate aplanatic correction factor, to analyze the errors in z-localization. We introduce theory for defining the focal plane in SAF conditions and analyze the predicted axial errors for an astigmatic PSF, double-helix PSF, and saddle-point PSF. These simulations indicate that the absolute axial biases can be as large as 140 nm, 250 nm, and 120 nm for the astigmatic, saddle-point, and double-helix PSF respectively, with relative errors of more than 50%. Finally, we discuss potential experimental methods to verify these findings and propose a workflow to mitigate these effects.