The gear that the cross slide drive uses has the key built into it and the way is in the screw.
I usually disengage the gear box and pull out the cross slide drive selector knob then by turning the carriage drive wheel you can spin that keyed gear while you are at the same time trying to screw the cross slide back in.
It does take some finesse but soon you will find they mesh up and then push the drive selector back in and thread the slide back together.