I've had a similar problem in other lathes with the "lay-down" style threading holders. Just to check I switch to a top notch style which I believe has less engagement and different top edge geometry and the problem went away.
I use mostly lay-down stuff because it is a more robust threading style bar but have the topnotch for wonky problems such as this.
And I have had these same problems in a bunch of different lathes. mori, okuma, haas, dawaoou? and a really cheap chinees one I can't remeber the name too.
thanks
Michael T.
"If you don't stand for something, chances are, you'll fall for anything!"