Can only echo what Brian says.
The power shaft, runnjing through the pinion has a keyway, implying that there will be a key to carry the drive from the shaft onto the pinion..
My inclination would be to strip the pinion off the shaft and out of the Apron, again, and examine very carefully for the remains of a key that has been sheared off, and to extricate the remains. If this is the case, there should be the other remains of the key still in the keyway of the shaft
If the bore of the pinion IS actually devoid of a key way, to ensure a drive, you have the task of making a keyway, either by cutting bone (With a slotting tool, racking the Saddle to and from with a suitable tool in the toolpost,, broaching, or filing ) and then making a key that is good, snug,fit in the pinion, and a sliding fit in the shaft keyway..
It will need to be prevented from coming out of the pinion, possibly by a washer at each end, or secures by drilling a tapping the key in the pinion to lock it in place..
(Can't see how it would be possible to cut a slot in the pinion bore for a Woodruff key )
Am alternative, but less satisfactory method would be to drill and tap the pinion for a number of grubscrewws which would substitute for a key.
Non preferred since the drive would be taken on several cylindrical faces rather that the one continuous linear one.of a proper key.
HTH
Howard