Turn-off and unplug your machine. Switch the wiring on your gShield from one of the drivers that is working to the driver for the axis that is not working. For example: If your X-axis is moving but your Z-axis is not moving switch the wiring from your X-axis driver to your Z-axis driver and from your Z-axis driver to your X-axis driver.
Plug-in and turn your machine back on. Try jogging your machine in the X and Z directions. If the Z-axis still does not move but the X-axis does move you most likely have a bad driver and you will need to replace the gShield. Your stepper motors and wiring should be okay.