Stepper motors behave like that when they are required to move faster than they are able to. Some of that can be fixed in Motor Tuning, but if you've already lowered the acceleration and tweaked the velocity the best you can, you've probably reached the limit of that.
To figure out what else is going on with your system, we'll need more information, like the motors you're using, which drivers, what the power supply is rated at, what kind of screws you're using, etc. If you're running a "kit" bought cheaply off Ebay, chances are the inductance of the motors doesn't match the power being supplied, and the drivers can't take the amount of voltage required for them to perform well. But you'll need to share more about your system to get a firm answer.