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[routercnc]

The rated voltage is much lower than the voltage you can actually drive them at using pulses (ie what the stepper driver voltage is)
I'm afraid Neil is correct and you have built a mismatched system. 36V is way too low for Nema34. You can either accept that or wait for someone to post the technical reasons why.
You are also running lead screws not ballscrew and have anti backlash. This all adds to the friction when lifting the Z axis. To add to it further they are on skate bearings although that should be a minor factor in terms of allowing a smooth lift.
The cheapest way to stop loosing steps would be to swap out the Nema34 on the Z to a Nema23, and probably turn the voltage down a touch to be kind on the chips. Keep the acceleration and velocity at modest levels and you should avoid loosing steps.
If your leadscrew pitch is 1" per turn then I think you would also benefit from a 2:1 pulley on the Z