I had the exact same thing with my machine. I can cycle the z all day from estlcam/repetier/lcd screen, but if I run gcode to raise z faster than 200mm/m it skips. This is with nothing on the tool mount. Replacing the all-thread with a straighter piece helped some. I’ve ordered a piece of single start lead screw and a ridgid coupler to see if that works better.
Also I realized if the motor is getting warm the shaft will be warm too. My motors don’t have a flat spot on the shaft and I printed with pla. I’ll assume if it warms up enough the pineapple coupler could slip.