The OEM may not have had any speaker continuity protection, which most aftermarkets do. If you've got a nick in a wire somewhere that is touching metal (on any of the runs to the speakers), it may only trip into protection once there is enough current [loud volume] going through it.
If checking the harness connections doesn't show anything out of the ordinary, you might try disconnecting one speaker at a time at the headunit harness, until you stop tripping the headunit's protection. If you find a speaker causing the fault - it's time to inspect/replace the wiring to that speaker.