When moving the axis using the arrow keys or buttons on the jogging control I've recently had a few times when the motion of the axis would not stop as I released the button. Usually I noticed it right away and hit Escape in time to avoid problems. Unfortunately last week I did not react in time and broke parts within the servo drive for my Z axis when the tool collided with my fixture. This expensive problem has caused me to do some diagnosis. I wish I had a full solution, but maybe this partial solution will help someone else.
The problem only happens when two things occur at the same time: (a) the Jog Motion on the flyout window is set for step, not continuous; and (b) I have over-ridden the step action by using the shift key to high speed travel to the next point. The problem of not stopping does not always occur under these conditions, but it has never occurred without both conditions.
So the temporary solution is to make sure the jog mode button is on Continuous before using the shift key! I'm going to see if I can build a brain to halt motion if the shift key is pressed while the mode is Step, but have not done that yet.
For reference, I'm using Mach 3 with Smoothstepper.