This sort of thing happened to me recently while I was making my new waste board for my upgraded XL. I finally figured out that because i was going down so far the Z belt tension got more loose the deeper the cut. I tightened the belt and seems to be ok now. This post helped me diagnose this. thanks 
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I thought I would give everyone an update. I received my replacement z-belt this afternoon. I put it on, made sure it was nice and tight, and then tried my test project again. I ran into the same problem – losing depth on the z-axis. I had another test project that someone had recommended to me before, that carved a calibration pattern. It used a smaller bit. As I was trying to zero the position, the z position was having problems even going low enough to my material. As I watched it cutting, I noticed that the z axis was skipping (and thus losing depth), but only when it was going in for a deeper cut. After that was done, I rezeroed the z-axis, and measured how far down the z-axis was having to go to even get to the top of my material. It was over two inches.
On top of the spoilboard that came with the Shapeoko, I had put a 3/4 inch piece of MDF. I decided to add another piece of 3/4 inch MDF. I then re-ran the calibration pattern, and it ran perfectly.
So, I think that has been my issue – the machine was getting too close to the bottom of the z-axis. Raising up the material bed seems to have corrected the issue. I’ll try my 3D test project again tomorrow.
Thank you to all the people who have chimed in with advice and suggestions. I really appreciate it.
Did you ever try lowering the router in the mount rather than adding a 3rd board?
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I had had the router all the way down in the mount at first. After corresponding with Ed Ford on this issue, and sending him a photo, he recommended moving the router up one inch from the top of the mount, as they had determined that that was the optimal location. I had the issue either way.
Did my test of the 3D project today. Took about 3 hours. The roughing cut went perfectly. The detail cut seemed like it was good for about 95% of the time. The x and y axis seemed to be a bit off when I tried to run the final profile cut, so I cancelled that. Very happy with how it turned out (considering my issues getting things to work for the last month or so). Here is the result:
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