Personally I think you will find the motors are ok but the issue is with your driver and Mach3 settings.
The links you have added to the EBay seller do not work but I can tell you that any setup that tries to run NEMA 23 motors on 24 volts is a recipe for poor performance. Fortunately you have KL-4030 drivers that can handle 40 volts so you will probably be ok. With need to know the model of the motors to work out specs and what voltage they idealy need to run.
Here is how I would approach your problem.
First reduce the acceleration and jog speed of each motor to a much lower value under motor tuning. Set all axis to the same settings here.
I would tend to make the values half the value you have on the motor that is turning.
This will probably get all motors turning.
The whining noise you are hearing is the result of resonance. The motor locks up and you are hearing the pulses with the motor acting like a speaker. The lower the voltage you have on your controller the lower the top usable speed you will get from your motors.
Try this simple change in mach3 first and let us know how you get on.
Cheers
Peter
The ingenuity of idiots is unlimited.
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