Nothing goes between the shaft and the coupler. There should be a pin in the shaft where the hole is. That goes into the coupler. Looks like the shaft is too short. From the looks of that coupler I'd buy a new one. The coupler has a pin that goes through it on the steering box end. You need to remove that in order to get the coupling off and you may have to use some force to drive it off. Soak the coupling where it goes onto the steering box shaft with PB Blaster to help get in loose.