When was the last time you lubricated the linear bearings/rails of your z-axis carriage?
You may find these links helpful: CNC Machine Maintenance and possibly HDZ bearing blocks - #9 by LiamN
Also, I’d check your proximity sensors to make sure that the LED on their sides light up when touched by a collet wrench and that the appropriate LED on the controller board also lights up. (See the setup instructions and video for more info.)
Best of luck!