Per the Olsen's Train Repair CD, the E unit needs 7 to 8 volts for the E unit to energize, and then 4 to 5 volts to hold the direction (all voltages are AC volts). Apparently when you lower the voltage to slow down, your engines' E units are getting less than the 4 to 5 volts needed to hold direction.
First thought - assumes all used to work and several engines are experiencing this drop out - is that your track is dirty and needs to be cleaned.
I would also clean the engines wheels, and make sure your wire connections at transformer and at track are still secure.
If this happens in only one area of the layout, you may have gotten a bad track to track connection issue(s) that is causing unwanted voltage drops.
