Finally got it to work without lost steps on the Z-axis.
Changed the motor on the Z for a 3Nm and after some adjustments to acceleration etc it now does not lose steps.
I am now not sure if I have its settings correct as it does not get as hot as the X and Y ones do.
This cnc lark is like waiding through treacle, just as you think you understand it another comment is made that makes you doubt it will ever be understood!
I have read that the normal working temp of steppers is around 80c but not sure!

Peter