The drawbar bolts on a Sherline mill (and, presumably, the lathe) have a fitting that adapts the bolt head to the top of the spindle. There’s nothing to keep it from sliding right off the bolt, which happens 100% of the time when you just pick up the drawbar.
The fix is easy: a short length of heatshrink tubing applied near the bolt head.
I happened to have some tubing with an internal hot-melt glue lining that stick like, well, glue to the bolt. Pretty nearly any heatshrink tubing will work, although you might need two layers to catch the fitting’s ID.
The Smell of Molten Projects in the Morning 