Hi Shawn - If you run the code in air does the machine correctly execute the program? If so the electronics are correct. This means the tool is being overloaded and stalling one or more of the motors (ie missing steps) Try reducing the tool load eg less depth of cut. Plus ensure your tools are sharp. A blunt tool will choke and stall a motor easily. Threaded rod is not very accurate for driving a machine, this means the tool is travelling along a slightly different path each cut. As the tool gets deeper the "channel" is wobbly creating more tool load. Plus you need to read up on chip load. If the relationship between the tool rpm and the feed is wrong then the tool is overloaded, rubbing or choking (or all 3) resulting in the motors stalling... The Proxxon is an engraver at 100W it does not have much power to be a router or mill. One of my routers had a 400W spindle and it was under powered and I had to cut gently. A 100W drill needs very light cuts... If the Z axis motor is the one stalling then lubricate the thread with light wax not oil... Photos of your efforts would help.. Peter
https://cimquest-inc.com/what-is-chip-load/