I think my cnc is broken

When my cnc came the z cable looks like its broken at its base

Nothing broken there. Cable case ends at a ball end. When it goes slack it operates a switch under the female ball section. This is how surface contact of the torch tip is determined.
Your Z is probably all the way down.

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Thank you I was worried I may have to send it back, now it’s time to play, I’ve done all my fabulations’ (my spellings bad) I’ve been doing it old school all my life this will make getting old a little nicer.

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That is good to know as mine was the same