sploo
Somewhat extinguished member
The context on the other advice was about electrical noise not mechanical protection - so hopefully on the same "subject".I think it's important to be clear on the words "shielded" and "earth".
Shielding may be mechanical protection - e.g. steel wire armour, or may be to reduce incoming (or more likely in this case) outgoing electromagnetic 'noise'. Was the person who advised you clear on which of these they meant (I presume mechanical protection - what with 415V AC).
Earthing similarly, can be used to provide protection from electrocution and the earth wire is usually referred to as the CPC - circuit protective conductor. All bits of metal that you can touch should (almost certainly) be connected to a known good protective earth conductor.
Earth loops occur because all shielding/earthing conductors have resistance - and any current flowing in them can result in unwanted voltage appearing on one end of the conductor (this can have implications for safely and for EM interference). This is the consideration that will help decide whether one end or both ends of the conductor need to be 'earthed'.
My "easy" solution would be to connect the earth core on the VFD-to-spindle cable to the mains earth connector in the VFD, and also bond the shield on that cable to the same earth point. If nothing else it does guarantee that the spindle can and CNC machine body would definitely be grounded. My concern is that may render the cable shield "useless" from the point of view of noise protection (or may even cause problems), and as this cable is the one carrying the variable frequency supply, would I cause problems by having that cable's earth core going to the 50Hz mains earth?
I.e. doing the below; using the mains earth as the "star" point; to which both the VFD-to-spindle earth core and that cable's shield are grounded: