If it is an early revision of the Mechaduino the heat sink under the A4954 was never soldered as the heat sink had solder mask over it. Some people would take chip off and scrape off solder mask and then solder it on correctly. Even then the heat sink for the A4954 was not really good.
The Smart Steppers
www.misfittech.net, had a better heat sink. Additionally if needed you could put a thermal pad between motor and PCB to make the motor a heat sink but I have not found that anyone ever needed this option.
The idea with the closed loop control is that when the motor reaches the desired location it should minimize the current into the motor, and heat on the A4954. Since your units is shaking then it is not converging and you never reach low current state. This could be that the magnet is not glued well or that the unit is not calibrated well. The smart stepper firmware has the ability for you to re calibrate and test calibration from LCD and/or USB, I am have not looked the mechaduino in years to recall how it's firmware works.
Trampas