Link to the shield schematic......
Straight forward to check J4 terminals 1-4 back to the driver at U3 pins 4, 11, 18 and 25. Just make sure to ohm out the top of the pin at the IC body (not at the trace/pad) to each terminal to see if there is continuity and good solder.
Under power, the steppers will hold so you have at least 1 side functional. It should be difficult to rotate. Further, a green LED (Z axis side) is tide to the motor pins. If your seeing green, it's the opposite pair, and visa versa. No LED is most likely one of the pairs tide to the LED.