I don't know anything about the CNC-Shield but it sounds like an interesting usage.
IIRC, the problem I had with the UNO was once I attached the USB shield, I ran out of pins to control my motors (too many used by the USB shield). Hopefully using proper shields eliminates that issue.
I would start by using the USB cable rather than complicate things with the wireless receiver.
The wireless receiver and SpaceMouse Wireless need to be paired. They should have been paired at the factory. I'd check them on a PC to make sure they are.
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