Dojo loaches are very active, playful fishes. They will often loosely wrap themselves around each other or brush themselves against each other. They aren't aggressive, and while this could be courtship behavior, my understanding is that they rarely breed in captivity.
Changes in the weather can cause them to behave frenetically. That's why they're also called "weather loaches" or "weather fish". They can be quite acrobatic, shooting from one end of the tank to the opposite end and twisting and turning in a barrel-roll in mid-water. All of this is normal for them.
They also like to shoot up toward the surface, and will often jump out of tanks without lids. They will also take advantage of any holes in the lid, even very small ones, to get out of the tank. If they can fit through the hole, they can get out.
I wouldn't worry at all. It sounds like your dojos are active, energetic, and healthy.
If you really want to make them even happier, feed them Sera O-Nip tablets, but feed sparingly. These are very soft, and dojos will gorge themselves on them if you let them. They can be ordered through Foster & Smith.
My dojos also love algae pellets, and will try to hog them at feeding time.
Enjoy your dojos. They are just being playful.
-- bigmamafish