Version: 1.16.5 & Create 3.1

This is intended behavior. There is a ponder scene explaining the directionality of gantry shafts and why it matters.

this is because it's facing in the opposite direction rotate it twice and it will connect

Except that this is inconsistent behavior, the issue is that rotating shafts causes them to change screw polarity. Try getting a few real life threaded rods and messing around, rotating one 180 degrees still maintains the original screw polarity. This is most certainly a bug and I actually came here to report it because it was breaking some of my machines.

Facing North
Facing East
Facing South
Facing West

These are images of the same contraption from the same local angle rotated to face different directions, notice that despite this the east and south gantry spirals clockwise whereas the west and north gantry spiral counterclockwise. I must reiterate that these are the same gantry, this causes my machine to do different things simply by facing in different directions.