It appears that on my winch a snap ring on the brake came off after which the entire brake assembly could slide off the shaft. The brake material inside was pretty worn out as well. Seems rebuild kits are available on eBay for around $80. No telling how old the winch is.
Drive shaft was a case of the weld between the tube and the splined portion coming undone. Welds didn't look like very good penetration in the first place. So I don't need a new shaft, just rewelded. Going to a driveline shop today.
More worrying is a puddle of oil on the skid plate under the transmission pan.