I've been having this annoying problem for ages now and I can't find the solution, also tried rotating it differently to have the arm tilted while pointing forward.
The problem here is that the Y-Axis doesn't rotate with the X-Axis. In particular, all I need to do is to rotate the Y-Axis (blue), the X-Axis (yellow) should be rotating with it. This get's even more annoying when Y is 90 and Z is -90 or about. The critical result means that Y AND Z will rotate the same way. The picture below shows the current setup I have where X is -82.5, Y is 0 and Z is 7.5.
I really expect Y's rotation to stay relative so I can tilt it when it's angled. I have no problems with the 3 Axis directions with other objects. This bug appears to only apply to Body Parts.