The endstop headers on the CNC Shield either need to be;
A) shorted out (to be always closed, tripping any potential home operation... you instead home the machine by hand and then it uses absolute positioning to locate your workpiece with the endmill probe method)
or
B) attached to endstops to zero the FLEX the same as the GG2 (as covered in its manual)
...or as a third possibility you can go through every .dd file and remove the G28 and $H homing operations to use the same absolute positioning method in A without either workaround. But since we were going for compatibility with existing .dd projects, this was the least preferable of the three...
If GRBL devices don't hit an endstop within a certain timeframe when they believe themselves to be moving towards one, they will throw an alarm.
If the trigger an endstop they weren't expecting to, they will throw an alarm.
The X screws 'locking' when powered up is normal. Stepper drivers provide an idle current to motors intended to hold them in place at their holding torque, subject to a timer.
If you want to manually hand cycle axes attached to steppers, you have to do so without power applied.
If you want to manually software cycle axes, you can use third other host PC software that provides more control options than DDCut (UniversalGcodeSender and GRBLController recommended) and jog the axes there.