Alright.
Most probably a vibration issue. If the parting blade chatters, the vibration can undo the locking bolt on top. Also, if there is play in the compound +/or cross slide, the parting tool vibrations are amplified and can result in the tool holder coming loose.
I would try with the TP turned 90* and use the other holding position to see if it does the same thing.
This style of TP requires a good amount of torque on the tool holder screw to cinch them tight. If one of the cams is not machined accurately, it may not rotate enough to give you enough grip on the tool holder pull-in and vibrations will cause it to back off.