Hmm, where have I see this before… =)
The red plastic part in the middle of the coupler needs a hole through it to accommodate the motor shaft (not the ball screw shaft). Luke posted a good cross-sectional mechanical diagram in the other thread.
Support will certainly get you sorted out with a replacement, but if you’re impatient like me, you can drill a 6 mm hole through it. Just make sure you’re centered and vertical; the coupler itself makes a decent drill guide. I also cleaned up and slightly chamfered the edges with an x-acto blade. 6 mm is large enough to press-fit the coupler on the 6.35 mm motor shaft.
Use your judgment, though… if the hole isn’t centered, straight, and big enough, don’t force it and bend your motor shaft or put a radial load on the ball screw’s upper bearing.
I’m not planning to run any serious jobs with this hack, and I certainly don’t suggest you to do so, but it’s sufficient to let you get on with setting up the HDZ until Carbide3D sends a replacement coupler.