The couplers are black cylinders with two set screws that connect the motor to the threaded drive rod of each axis. If one of the set screws comes loose or disconnected, the motor shaft and the threaded rod will not move in sync with each other or the motor shaft will rotate without the threaded rod. This out-of-sync movement will present as flat sides to a circle or a circle not coming back to the original start of the circle. If the set screw is entirely loose, the axis will either start and stop at various points of travel or not move at all but you can hear the motor running.
The guides at the bottom of this article go over how to disassemble and then reassemble the motor from the threaded rod as well as what type of couplers are used for various Shark CNC machines.