What Am I Missing Here?

You need to determine if it is an R8 or MT spindle Looks like it might be MT Morse Taper

Can you get a better picture of the spindle bore something doesn't look right.

First we have to answer the questions above. If the R8 collets or MT end mill holder don't fit properly then the only way is to find out what the spindle taper is actually is to measure it. Bear in mind that there are different sizes of MT tapers. An MT2 tool will not fit an MT3 socket.
 
This one appears to be R-8:


Member uploads here contain a manual that covers your machine:

http://www.hobby-machinist.com/threads/encomill-drill-and-rf-30-manuals.16682/

According to this, it could be R-8 or M.T. 3. If you lower the quill, you should see a slot to use a drift key to remove the M.T.
If it is R-8, that slot shouldn't be there. I didn't read through the entire manual, but you may find more evidence to guide you.
 
no bolts but they are threaded.

the shiny part does not come off. it is one solid piece.


Looking at your first picture that outer piece is pressed od if there is no set screw in the outer part. It is not original to your mill. If I where you I would pull the spindle from the quill and see what you have. That is a standard RF 30 mill drill.
 
Enco 91034. does anyone know what kind of chuck or adapter i need for this thing. there are 4 holes in the bottom of the spindle

View attachment 133086

View attachment 133087
This is what mine looks like. Enco 91034. I’ve been trying to remove the chuck mount to replace with Morse taper. But I feel like this spindle may not be able to use Morse. There is only a grub screw on the shaft and no slot for a wedge. Does anyone know if this is compatible with the Morse collets?
 

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