Why is my CNC shield smoking? Is it safe to keep on for long periods of time?
Those NEMAs are big ones - i suspect too big for the little A4988 chips - which can only provide 2A when actively cooled and generally only for short periods. I wouldn't try to push more than 1.7ish Amps for any length of time.
You will also need to set the vREF correctly for the motors you are using - if this is not set you will either provide too little current or too much current.
Look up the specifications for the NEMAs you have - and upgrade the Stepper controller to something more like a TB6600 that can handle greater current.
Also when the Steppers are not being used - disable (if you dont need them to hold) this will turn off the drivers and let them cool between runs/moves.