Try looking at your motor tuning. The axis should not loose steps when jogging.
Look at your acceleration and speed settings. Reduce settings until the problem goes away.
It may pay to check to see if you have any mechanical binding on that axis. This will add to the problem.
I do this by removing the stepper and manual winding the ball screw through the whole travel in both directions.
Sometimes you will get binding in only one direction...sometimes both....Good luck.