vakeiros,
Sounds like you are experiencing the difference between climb cutting and standard cutting. You can look on google and they will explain the difference. Your machine should be able to do both, but climb cutting requires the machine to be much stiffer. Servos have more power and torque at higher RPMs like you said, I had that issue myself, and ended up adding Harmonic Drives which are really precision reduction gears which allow the servo to spins faster to get their best torque and the reduction also adds more torque to the machine. The issue with any gear reduction is they often introduce backlash which is a nasty word in the world of CNC. Some people use pulleys and belts to create this reduction and if you select the right ones you can address the issue. A machine is 5mm pitch ballscrews is pretty fine but depending on what you are doing can be fine. The 10mm if more common but my guess is you are dealing with the lack of stiffness in your machine.
Russ