Why is my grip breaking?

[GlasgowsGreen]

It's been brought to my attention that at some point during my swing a gap is appearing between my interlocked hands. It's hard to describe exactly where but basically below my pinky on my right hand. Does anyone have has idea of what could be causing this? Is it likely to just be grip pressure or am I setting up with my right hand too low down? I.e. Should it be more on top of the left hand at setup to give a stronger, more connected grip? I suffer from block shots and I'm wondering if this could be caused by the club moving slightly in my hands..