AJ,
You'll just have to figure a way to lubricate the threads, in the midst of all the cutting dust The zinc coating is not meant to increase the life of the threaded rod anyways, it is merely for corrosion resistance.
Use a long nut, to help distribute the load over more of the threads. Monitor the temperature of your motors.
First you get good, then you get fast. Then grouchiness sets in.
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)