I had exactly the same issue on my Leadshine ES-D508. I was using the Duet Expansion Breakout Board for my drivers. And I also noticed the layer shifting becoming less as I increase the micro step, which makes sense, the more distance a single micro step takes, the more layer shift it would cause if it's not recognized by the driver or if it stepped to the wrong direction.
I was force to use the integrated stepper drivers but would love to get the external ones working some day.