Well that wasn't as difficult as I thought :)

From the formulae supplied in the Hiwin manual the permissible (buckling) load for a 20mm ballscrew 250mm long is 2061Kgf and the critical speed is 10,000 rpm. After I did the sums I spotted graphs giving the same info on the next page - Doh! At least they were the same.

So with a factor of safety of 50% I'm good for 1 tonne axial load and 5k rpm - I sure I wont be anywhere near that but after Hogmanay I'll rig up the scales and measure the Z axis axial load in practice.