However, as hypothesized, the toothed pulleys are just too small, causing too much friction for the Z axis stepper motor. I can barely turn the shaft by hand.
And to think I spent most of today on this... Oh well. I will have to redo all of the work. I need bigger pulleys. On the plus side, I can use those smaller pulleys on the Y axis, saving me +/- 20 minutes. :)