The problem is probably the pickup shoe having enough spring strength to lift the loco. At high speed the loco has enough inertia to not stop, at medium speed the loco is on the balance between having enough inertia, and the pickup shoe having enough strength to lift the loco and limit the traction, but if turning the corner rather than going straight across there is enough centrifugal force to have the outer wheels maintain contact with the track and keep the loco moving.

The solution is to check the pick up shoe is in accordance with the diagram in the instruction booklet. The flat surface of the show should be about 2mm above the drive wheels when the loco is upside down 'on its back'. If this looks satisfactory I would still adjust the spring part of the pickup shoe to ease off the spring tension, and try the loco again.

It is worth also checking the points for the height of the studs. With the crossover points because there are so many places the pick up shoe can contact the rails as it crosses them, the studs are given a bit extra height to make sure the pickup shoe doesn't short between the studs and the rails. With C track it may be possible to (gently) push the studs down so they sit a little lower - but if attempting this be careful, otherwise you will have to remove the point from the layout and push them back from the other side.