How should I power these stepper motors
If the motors are in parallel, then setting it at 0.4V means each motor will only get a quarter of the current a single motor would get at 0.8V. If you set it to 0.8V each motor will get half. I think 0.8V (same as for the other motors) would be an appropriate setting. Stepper drivers are constant-current, not constant-voltage.

Are the steps/mm for your Z-axis correct? Perhaps it's just trying to move too quickly.