Does this sound normal?

[JAZZCNC]

Watching the video again I can hear as the machine stops a thud noise, can also hear it in the movement.! This sounds very much like one of the ball-screws is floating in the BK end bearing which causes backlash. So check that the nut hasn't come loose which can be common on the cheap BK bearings which are fitted on this machine.

To check for end float grab the screw firmly and push/pull towards the bearings, there should be NO axial movement.

But you also have issues with micro-step setup and motor tuning as well which is most of the strange noise (resonance)