Looks like you lost a nut too.
Is that a collet adapter around that bit?
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Iâd definitely get some loctite on anything that doesnât have a locknut on it. Especially the set screws, they will rattle out in no time.
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The only ones that never break a bit are those who dont use their CNCâsâŚwelcome to the club 
The reason a bit break is usually because its âtoothâ didnt have the capacity to chew over material of a certain size, choke and basically stop working. Or each bite is to little and the bit rub instead of cut.
Please post the bit data and cut parameters and we can suggest alternate values for you to try.
Dewalt? Use primarely speed setting #1 until you start to get experience with chip thickness and and the correlation between number of flutes / RPM / Chip thickness.
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Im having the same problem. It doesnât move freely, feels bumpy. One hole was drilled differently on the adjustable v wheels. Adjusted all the way it still feels bumpy and tight. Did you ever figure it out?