If the motors are noisy, then it usually means they're drawing too much power, and turning the screw on the drivers should help that - but not if it makes them too weak to hold the weight.
I think the main source of the noise is microstepping - if you've ever used the adafruit shield with microstepping you'll have found the squealing that makes even worse... Not much consolation I know. The speed drop is down to the microstepping, indeed. You will be 4x slower I think, because of the step interpolation. The adafruit shield does actually do an interleaved step style, so with a 200 step motors, you used to tell the machine that it had 400 steps. 200 were "real" steps, and 200 were a kind of half-step.
With microstepping drivers, you tell the machine your true motor steps (200), and a multiplier. To fix the slowness, just increase the speed. I usually run at 2000 steps per sec without any problems. There's a hard limit of around 4000 steps per second, so you might find that it doesn't get any faster past a certain speed near there.
The external power jumper shouldn't make any difference. It is an irritating curiosity that the stepper drivers will not work at all with less than 8v, so 9 is not unusual. As long as your motors are not getting overheated, the voltage can be as high as you want, because you tune the power with the adjustment screw.
That said, if you've got a whining out of them when you do a lock, then there's some vibration, some oscillation, and that's a great way to build up some heat quickly. It's also quite unusual. Do the motors whine if you remove the weight from them entirely?
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