Where can I get these? Something bad happened. 
You can order them from McMaster Carr. Same thing happened to me with one of the clamps. Since the threads were not damaged, and I probably wasn’t going to be able to remove the insert, I just clipped off the rest of the hex socket. It works fine, just looks a little uglier than the rest of the clamps.
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Not finding M5’s that look correct at McMaster. Grainger has some that are closer, but, M6. 
I had this happen on 3 of my inserts, 2 in the waste board and 1 on one of the clamps. They are very, very soft metal.
When / how did it happen?
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Technically what I had happen was slightly different, as mine did not split like this, but sheered rather cleanly.
When screwing the threaded inserting into the waste board I had 2 bind, and the collar sheered off. And the same thing happened when hand screwing one of the inserts into the clamps. It seems the part of the insert where the collar meets the body is very thin/soft and prone to sheering. I ended up with little metal discs that looked much like a washer.
In all cases the inserts are fine and work great.
Do you have an updated link? That one is broken, amd nothing is coming up in search.