do the tools drop only when you try to tool change after a heavy load?
a quick check would be to mill with a heavy load, zero return the z axis, then have an m0(optional stop) before the tool change. take the holder out of the machine. if it is sticking in the spindle, you might want to check the drawbar and the spindle liner. if you put the tool back in, it should tool change fine.
i would also check that the spindle orientation is correct after milling and before a tool change.