Here's some more background helical couplers:
They're pretty much a commodity item and allow for imperfect alignment between the stepper and the shaft.
You need to measure the shaft on the stepper, and the shaft that it connects to. Those are the 2 important dimensions if you decide to order some more.
For example, adafruit carries several (5mm is common for a stepper shaft size) for about $5
Any place that sells parts to build 3D printers should carry them (if you're impatient and don't want to wait for a replacement from Raise3D).