One of the axes makes noise but does not move. What is wrong?

While watching the mechanical counter for that axis, repeatedly single step the axis. If the counter steps once or twice and then jumps backwards, you have a bad power transistor on the driver block for that axis. If more than one transistor is bad, the counter may not move or it may just wiggle.

How do I check the power transistors?

Using a digital multi meter set to the diode check function, connect the black lead to the common wire connecting four of the transistor leads together.
Connect the red lead to the other lead of each transistor.
A reading of .500 to .725 indicates a good transistor while a lower value or open circuit indicates a bad transistor.
To check the other half of the transistors, connect the red lead to the pin with the single wire and the black lead to the screw that holds that transistor to the heat sink.
The reading should be .500 to .725.
When replacing transistors, all four in a block should be the same.
The following transistors are listed in my order of preference.
NTE/ECG386 because it is heavy duty and readily available.
NTE/ECG53 for availability as a last resort because it has lower amperage rating.
X Axis Power BlockY Axis Power BlockZ Axis Power Block