Why does my roadbike skip gears when on a high load?

Wow, I haven't heard that name in a loooong time- Marukin.

You didn't have a cassette, it is a freewheel (just to get the terminology right). I am making the assumption that whoever replaced the stuff for you also checked the chainrings, so here are some other things that could do what you mention:

1) Worn jockey pulleys on the derailleur. If the teeth on the pulleys look worn or broken they are probably end-of-service;

2) Excessive play in the rear derailleur joints. Place the rear in high gear (smallest cog). Grab the rear derailleur pulley cage with your hand and try to move it side-to-side. If it moves more than 1/8" (4mm) then the derailleur needs to be replaced;

3) Derailleur out of alignment. This has to be checked at a shop with a special tool to make sure your chainline is correct;

4) Recheck the gear adjustment. Tighten the gear levers, remove any slack from the cable. There should be no issues with the limit screws unless the chain is coming completely off the freewheel.

EDIT: Something just occurred to me. If your bike has Shimano Positron derailleurs/shifters or a Shimano Front Freewheel system, your drivetrain is toast. There is no getting the thing back to good operation.

Adjust the cable tension on the rear derailleur. It's too loose. Find the barrel nut adjuster - most likely on the backside of the derailleur - and turn it about 1/2 turn Counter-Clockwise to tighten the cable. If that doesn't work at first - continue to turn counter-clockwise in 1/4 turn increments until the bike no longer skips gears & shifts correctly.

uh

is the lever slipping?

a 12 speed could be using friction shifting, maybe the friction needs to be higher or the shifter is letting it slip

that would be an easy adjustment

it;s in the center of the lever, a screw

wle

Thasts WHat SHeSaid