If you plane on fixing yourself, you might want to consider purchasing the workshop manual.
Inside on this shaft there are two spring pins (one inside the other) and a shift fork. Perhaps these pins or the fork broke.
I'm guessing you'll have to disassemble to investigate.
You might want to search the forum as I vaguely remember someone having a similar problem.
Report back what you find.
2012 JD855D OPS Black Poly Roof, Deluxe Cargo Box, Front and Rear Protection, Power Lift, Front Hood Rack, Rear Screen (homemade), 800 Watt Inverter, 2500lb Winch installed in cargo bed, Front and Rear LED auxiliary lighting (4" square 27 watt), Front and Rear CV Guards, Koplin Side Mirrors