Your shafts are bent and the gears are falling out of place. You need to check the upper head and the lower locking collar under the swashplate.
loosen the screw on the locking collar, slide it all the way back down and tighten. Look at the picture below
These two links will help you out.
Soloboss’s Guide
http://www.heli-max.net/mediawiki/in..._and_CX2_Setup
Dacaur’s Guide
http://www.dacaur.com/bladecxhelp.html