Mechanical: Decouple the motor from the screw. Can you still stall the motor with the hand-wheel?, if so, then it's not likely the axis binding and I'd move to the electrics. With the system powered (i.e. steppers energised) can you turn the hand-wheels?

Electrical: Your PSU is 36V... have you measured the actual voltage though? Then repeat with the axis stalled.

From everything you've said you've not indicated lost-steps or loss of direction control - so the BoB sounds okay, as does the integrity of the wiring from the stepper driver to the motor.

Can you describe how you've wired the stepper (which colour wires go where).

Can you post the specification of the PSU?

Can you post the type of stepper drivers that you have? (a photo would be useful)