Pasta maker: Spaghetti sticking after rolling
I make a lot of pasta; I can tell by looking that your dough is just too moist to cut. Take the water out and just incorporate the egg in the dough more slowly, allow it to become a 'shaggy mess' while you mix it - don't add more moisture, just keep kneading, it'll hydrate evenly and turn into a well-behaved ball. I'm guessing you got to the 'mess' part and added more liquid, that was probably your mistake.

I'd also cut spaghetti on the #5 setting on your pasta machine (it looks like you did #4, but that could just be due to the dough looking 'sticky' and a little thicker than you rolled it). 

Don't give up! If you want a reference for a 'semi-foolproof' dough, I put mine on Github so it could be useful. While mine is based on fine 00 milled standard flour, it would work equally well for durum with a little adjusting, and It describes the kneading and working in (way more) detail than would be appropriate to post. 

Also, consider starting with simple 00 (double-awt) milled flour, or even AP flour so you get a feel for the dough, then tougher flours like durum / wheat / etc. Just get quality flour.