As Steve says, attack this logically. It is just a machine.
Do you have a manual for it? If not, please obtain one as all Colchester manuals have full exploded diagrams of the entire machine. This will tell you how the spindle links to the feed mechanism and where the shear pin may be.
If you find a manual online, please post a link so we can all look at it.
When you were cutting, were you using the leadscrew and halfnut (lever at headstock end of apron)? Or the sliding feed (lever on face of apron below cross-slide hand wheel)? The sliding feed should disengage automatically when hitting the stop. The leadscrew will not.
The sliding feed disengagement is all in the apron so it may need cleaning and lubricating.
Any shear pin will be in a place semi-easily accessible and not buried inside the gearbox.
The gears may be rotating but often one of them is on a carrier that is (shear) pinned to its shaft.
Put a pair of soft-jaw pliers on the feed shaft near the tailstockand turn it gently. The output of the gearbox where the leadscrew dog-disengagement should also turn. The output shaft of the gearbox where the change wheel is should also turn. If the SHAFT turns but not the gear, that is where the shear pin is.