Your rear wheel can come loose and cause that. The blue ones are the hex shaped pcs. that you just trashed. Sounds like you better get the whole axle kit in which they are included. The blue ones don't have pins but instead have 2 allen screws that lock against flat surfaces on the new axle stubs. Use loctite on them and the wheel nut.
Don't forget to put the silver crush sleeves "in between" the rear wheel bearings...