You say you don't want to use a force sensor. If the reasoning is only because you do not want the extra signal line and/or another analog measurement then how about putting the load feedback signal right onto one of the stepper control lines?
For example if you had a micro switch that detected the fully wound point of your mechanism you could use the NO or NC contacts to alter one of the stepper motor drive lines. Back at the stepper motor drive circuit you could monitor that drive line for a significant change. If the driver chip has fault detection you could use the switch to purposely induce one of the faults.
For example if you're using a belt driven system the belt tightens on one side as you approch the fully wound point, so placing a spring loaded idler pully on the belt could detect over tighting and as it moves would press the micro switch. Similarly if the winding mechanism itself were placed on a spring loaded pivit mount it would move slightly when fully wound and could activate the micro switch.
The trick to makeing the above idea work would be to set the spring loading and the micro switch position to match the high tourqe point that signals the fully wound position.
The switch could fully open one of the drive wires, place a resistor in series with it, place a capacitor to ground, etc. The best part of this idea is that you can determine the change to the drive wire that signals the fully wound point. Insering or shorting a component on the drive line might also work with your idea of using a curent shunt back at the driver. By jogging the motor back and forth you may be able to determine the exact point where the switch indicates fully wound, then the next time you do the wind up you can send only the correct number of stepper pulses to reach that same point.
Of course if you were to connect one of the drive wires directly through the micro switch you would need a switch rated to handle the full motor current. Also, completely opening one of the drive wires may cause the stepper motor to stall, though perhaps that would in itself be helpful in this case.