My Tronxy X5S has lot of problems.

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My layers does not stick together.
My printer grinds my filament.
Extruder clogged everytime I tried to print something.
There is a problem with my Z-Axis and everytime at the same height layers stop sticking. ( Worse than normal)

i had the same issue with my TRONXY X5S stock hotend. I watched a video on how to Build a hotend properly, so I rebuilt my hotend with a new Pipe made sure there is a good sized Heatbreak, then made sure there are No gaps in the pipe from when the filament goes in till it comes out the nozzle. I also take the filament out of the hotend between each print and also before i shutdown my printer, your jams come from when you turn off your printer and you do not let the hot end cool all the way down with the filament still in it, the filament can expand inside the PTFE tube becouse the heat can rise up, once that happens you have to get ride of that whole pipe and get another one Once it jams there You Can Not Remove that jame you will damage the PTFE tube. I have had that heppen 3 times. but snce i got the right heat pipe and made the heat break the right size and also I do not put the filament into the printer untill the hotend is at Melt temp 200c not 190c. i HAVE HAD NOMORE JAMS, the filament comes out of the printer easy now after each print.

I too typically push the ptfe tube to the bottom of the hot end to ensure that the filament doesn't have a gap between the feeder tube and the hot end ptfe tube. I just a few days ago bought the "upgraded" Tronxy 400x400x400 with auto level and filament runout sensors because walmart had a deal on it ;-) ( But now I am really confused because in the build guide from the manufacturer in red print specifically says not to do this. Do I trust them and risk a jam, or am I asking for a jam if I push the ptfe all the way down? Man what mess of confusion if you ask me! Any suggestions appreciated. I personally want to lean toward what I have always done and put that tube all the way in, but if they are using some sort of new filament tube or something in the hot end, i don't want to screw that up right off the bat.

As for the sticking problem, on mine the cooling fan was also cooling the nozzle. Try one of the modified fan holders here on thingiverse. I believe I used one designed for a different TronXY model. But it worked perfectly.

I had the same clogging problem on mine. Being new to Bowden extruder, I didn't realize at first that the PTFE tube must be push in until it reaches the nozzle. About 50 mm or so. After that no more problems with clogging.

ok first the layers could be a heat issue but from the pics i'd say you probably have a partial clog or the PTFE lined heat break is screwed up this would explain your grinded filament and extruder clogs if you want to keep the mk-10 hotend that came with the machine i hear micro swiss has a nice all metal heat break but i'm a big fan of E3D V6 clone hotends spare and upgrade parts are cheap and everywhere but i would advise getting a real E3D heat break there about $12 and they make the clone work just as good as the real thing as for the z it sounds like one or both of the lead screws are misaligned try unhooking them from the top and move them a bit till the plate moves down easily with just a little weight then tighten but not too tight