Sounds to me that it's just a motor tuning issue and your just missing steps which is the most common problem with things like this.! So before doing anything else lower the motor tuning on each axis by 50% and see if your troubles go away, this will verify if it's a Motor tuning issue. If it still loses position then I'd check for binding on the axis that's causing the problems.

If you give more information about the machine ie: Screw pitch and/or ratios, motor size and voltage drives are running along with velocity and acceleration settings it will help to know if you are over tuning the machine. Pics of the machine will help as well because mechanical components and build quality all play some part in how the machine is tuned.