Hi Clive,
Thank for your reply.
What do you mean by a star point?
So I should connect all the shieldings at one end for the spindle, the steppers and the limit switches, to a common point in the case. The frame has a common ground/earth with the spindle, which goes into the vfd and from there into one iron rod in the ground. Everything else, has the ground wires sent into the main electrical grid.

After all the shields are connected to this star point, where should this star point be wired to?

Regards,
Andrei