Got yesterday and hours later axle looked awfully small (too small to screw together).
It sounds like the axle was overly screwed into one side.
Are you able to unscrew the axle from the side that it is in?
One easy way to unscrew and axle if you can’t do it by hand is the double nut method:
what size of bolt
A nut you mean. Uhhh what size where they, if you have any other yoyos with nuts, they most likely fit the die nasty. Any Duncan’s.
Most YYF use a M4 (4mm x .7 mm pitch) set screw.
Also, the axle won’t turn. 
EDIT:
Based on the post below, disregard my earlier post here. Didn’t realize that one was a nut/bolt axle.
Pictures of the damage, please.
The axle shouldn’t turn, at least mine doesn’t in either of mine(I have 2). I think one half is like a bolt, and the other side is a nut. Since the caps don’t come off(normally), there shouldn’t be a need for either to come off or out.
Was this purchased new or used?
You sure? Cause my PGM Norsthar use the same axle, the long black one.
Is the axle Black or Silver? Most black ones are not Bolt and Nut. Most silver ones are.
Again, I don’t think it is a Bolt and Nut, of course if its screwed in to much it’s not going to turn.
But studio, my Northstar has 2 nuts, and a regular black axle.
This yoyo is closely related to the PGM and the Counter Attack.
EDIT EDIT
The Counter Attack is NOT a Bolt and Nut, if you go on Yoyoexpert YYF axle page, the die Nasty is listed under the longest size axle.
But, do you have a Glow or regular?
O, and the spacers, if the spacers and bearing are all on one side then the axle will be tiny.
Your solution here is to first, pry off the spacer on top of the bearing, then take out the bearing, then you should have enough room for the Double Nut Method, then you should be good ;).
Hmm, I’m getting curious. I may take apart both my blue and glow DieNasty and throw up some photos tonight on my YYF album on Facebook. But last I recall, neither of those axles turn, including that in my Northstar and Protostar.
Oh well, it gives me something to do. I was gonna photograph my 12" Star Wars stuff, but hey, this is more educational.
Something is wrong with your axles.
My Northstar yoyo came with the axle practically hanging out of the yoyo. And I have been taking it out all day trying to tune it, and a old protostar my brother had the axle came out as well.
Have you tried the hex key?