I have a similar setup here. AT 4000T, CSMK3, Yamaha CD burner and AmigaOS 3.9. Everything works fine here. I do have...
The latest CSMK3 flash.
The latest Yamaha CD flash and it's hooked up to the 4000T SCSI.
A replaced power supply (old one was flakey). Newegg.com has an Athena 400W AT PS for a reasonable price.
I only have 1 HD hooked up to the CSMK3 and it needs active termination on BOTH ends of the SCSI bus.
You really need to disconnect everthing but the basic hardware and then add hardware until the problem returns. Note all the other suggestions too.