Replacement ball screw ordered now, so will report back if SFU nut fits well.
I tested the limit switches and all working as they should - they even light up:) Thanks Kitwin !
The final piece of the wiring puzzle (until I add things!) is the spindle, while I'm awaiting delivery I want to make sure I know what I'm doing and this is the bit I've been avoiding:)

High level, do I connect up power and the spindle, then go in and set the PD* values , power down and wire up to AXBB-E , then go in and test?

Wiring
The wiring I have based on CharlieRams thead is

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Does this look correct ? In that thread Charlie couldn't get 0-10v to work so stuck with 0-5v. Any issue with just leaving the jumper on AXBB on so its 0-5V and setting PD070 to 1 to match the 0-5V control?

Also I'm thinking why is FOR/REV needed, I can't think of a use now for reverse so can I just link DCM and FOR ? Or will I lose the ability for UCCNC to turn on/off the spindle and e-stop?

I'm planning to use 1mm CY 4 core cable - seems like there are differing opinions here, but I'm trying to minimize cable size and 1mm should sustain a max of 8Amps rating and the spindle will use 5A or less in use as Jazz has measured, so gives so overhead for voltage drop etc.

PD Values
This is where I'm a bit stumped, maybe the manual will explain more (probably not) but some blogs etc people set only a couple of values while the sticky here suggests loads.
Is the sticky still correct as of 2020?
Control:
PD001/002 = 1
Frequency:
PD005 - 400
PD004 - 400
PD003 - 400
PD006 - 2.5
PD007 - 1.20

PD008 - 220
PD009 - 15
PD011 - 120
PD014 - 5
PD015 - 10

PD044 - 2
PD045 - 3
PD072 - 400.00
PD143 - 2
PD142 - 7
PD144 - 3000, factory setting is 1440 ->3000 gives correct RPM of 24000 at 400hz

PD070 (optional to 1 for 0-5V rather then 0-10v)

Thanks !