Information about the 42BYGHW208 stepper motor with datasheet: https://www.openimpulse.com/blog/products-page/product-category/42byghw208-stepper-motor-0-4-2-6-kg%E2%8B%85cm/
There are a few versions of the MKS DRV8825 module, but I think they are more or less similar:
- https://www.pololu.com/product/2133
- https://www.aliexpress.com/item/32912437925.html
- https://www.aliexpress.com/item/1005002834678931.html
A stepper motor can not start at full speed. You have to gently increase the speed. If you start with full step mode, that makes it worse.
I like that tutorial at makerguides. They use the AccelStepper which can gently increase the speed.
Maybe your stepper motor is low quality, maybe your power supply or wiring is not optimal. The problem that you found is normal for stepper motors.