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You are correct, aligning the axle to the step drum would be difficult without it pre-aligned. That's why the upper and lower step drum parts divide the axle along with the step drum and use pins to align the step drum parts. The step drum parts act as the key to align everything, the division along the widest part of the step drum allows for a large footprint on the print bed for easier printing, much less support material (by rotating the lower half upside down), and two of the three holes were already there since that was how the plates that made up the step drum were secured on the original Curta.
Yes, you could put a hole through the axle which would allow you to use the hole through the bottom portion of the step drum. That's actually how the original Curta's main axle was fastened to the step drum. The pin was narrower on one end than the other so that tapping it into place wedged the pin into the axle and step drum to form an interference fit (not removable).
Another option is to divide the top portion of the main axle inside the step drum just as I had divided it on the lower piece with a notch to key and align to. So there would be a short segment with a notch cut out of the top and bottom inside the step drum. Then the top and bottom parts of the main axle would be printed separately. That way the division lines wouldn't be visible. However if you do it that way, be careful because the easiest place for the main axle to break is where it interfaces with the step drum. The mate between those should be strong. I typically print the top of the main axle with the step drum and ensure that starting at the last few layers of the step drum leading into the main axle, it's all 100% infill.