Maybe this answer is a bit late and you have already solved your problems, but I have written an article showing how to power the Arduino Uno / CNC shield combination from a single 24V power supply that should give you the information you need. The link to my article is here.
The Lekn G-Sender should have the 5V and Ground wires connected to the CNC shield, so that it is powered by the 5V regulator on the Arduino.
You will not be able to have the TX / RX data lines connected at the same time as connecting via USB as you have found out, as the two data streams will conflict, but you already seem to have overcome this issue with your double pole switch. It should also be possible to use a tri-state multiplexer to automatically switch the TX / RX data lines, using the 5V line from the USB to control the enable pin on the multiplexer. The 74FCT257T (datasheet here) should do it. Hope this helps!