Stepper motors are perfectly content to come to rest against an immovable object; servos just keep trying harder until they die (or kill something upstream).
Try switching the leads from the Y axis (although technically that should be called X or Z on a lathe) to the other axis and see if the fault follows along. (Turn everything off first, and let the capacitors drain a bit). If it does, then you've probably fried the driver. If not, you likely killed the motor.