Stepper motors skipping steps is a very complicated issue.
A stepper motor has no inherent feedback on any movements made by the shaft in response to the coil current. Current is pushed into the coils to step the shaft, and the assumption is simply that the shaft then takes a step in response to the new coil current.
There are several reasons why a stepper motor shaft may not turn in response to coil current, or may turn despite being held by coil current.
One possible reason is that the shaft is connected to something too heavy for the coil torque - the load on the shaft has too much inertia.
Also, when then the shaft must come to a complete stop, the motor is still energised with holding currents in the coils, which is supposed to prevent the shaft from moving. But sometimes the load on the shaft is so heavy and fast that its momentum can overwhelm the coil’s holding current, and so the shaft can move past the expected stop position anyway.
Another complication is that stepper motors contain permanent magnets, which can be destroyed by very high coil currents, so the solution to these problems with the inertia and momentum of the shaft’s load is not to simply keep on increasing the coil current.
The complex electronics that drive the coil currents in a stepper motor do allow for the currents to be increased - to a point, but there is obviously a limit to the effectiveness of extra current - which is the point when the coil current is so strong that it demagnetises the permanent magnets.
Lastly, the stepper driver uses power transistors to deliver coil current, and these transistors can be destroyed by too much heat. The stepper driver electronics can be designed to protect the power transistors, by backing-off the coil current when required. Therefore it is also possible for the motor to skip steps after the driver board has been operating for too long in a hot environment.
It is best to keep the power transistors cool with heatsinks or cooling fans, if stepper driver electronics must operate continuously for long periods of time in a hot environment.