I would suggest that the problem lies in the speed you are trying to do this. Cutting a thread - e.g. an 8 mm thread - this is 1.25mm pitch. That is 10mm movement for every 8 revs of the spindle. If you can move your axis at 500 mm per min, this means a spindle rev of only 400 revs per min. This is slow for the average 3 phase motor on an inverter, and you will loose power.
Really you need to be in the equivelant of backgear on the lathe to get the spindle speed down to these low speeds, but still retain the power of the reduction gearing to maintain a smooth cut. You need to have everything working well with parameters to do a nice thread.
On the old lathes, with thread cutting gearing, they were usually cut in backgear.