Anyone seen changes in EUR/USD slippage during volatile periods with different LPs?

Been doing some post-trade analysis on $EURUSD execution, specifically around NFP and FOMC. Noticing a significant variance in slippage, sometimes 5-7 pips, across what I thought were pretty standard tier-1 liquidity providers through my current prime broker. It's making me wonder if I need to re-evaluate my LPs or if others are seeing similar inconsistencies. It's not just the spread widening, which is expected, but the actual fill price deviation from the 'at-order' price that's bugging me. Curious if anyone has had a deep dive into this recently and found specific criteria for minimizing this with certain providers, or if it's just the cost of doing business during high-impact news.