With the A40 I can tell you that if it's piercing and not moving, it is because it has no arc transfer signal. That could be a problem with the THC, could be you are piercing too high or could be you have too much pierce delay. You won't need any pierce delay on material less than 3/16". The arc OK signal from the plasma passes through the THC, so I'd go down that path. The issue raising up during a cut would also be a THC thing.
.09 on the pierce height is too low. We pierce all day long at .2" at 40 amps. When the consumable get worn I may have to drop to .18. When you pierce real low, you just blow slag back on the tip and waste it. What are you cutting? How fast? How much current?
You need to hit up ProCut for some support. They took your money. They need to figure our why it's not working properly. It may be an issue with the table or it may be something you're doing wrong. Without knowing their product, it's difficult to make that call.