After calibrating a transmitter we fixed it in a process line. At live zero condition the Tx shows 4.5 mA. what should we do to make the Tx show 4 mA?

Isolate the Tx from process and fully depressurized it and checked if it reads4 Ma then calibration is OK and carried out flushing of both impulse lines and gain take it in service it should read zero or4 Ma. 

Firstly isolate the tap points and release the pressure  then check the zero value after isolation if shifted calibrate Zero Then calibrate span.

Just perform a zero trim action online, and it will be set as zero.