Go as simple as possible until you get Mach4/ESS/PMDX-126 reading inputs and controlling outputs. So skip the PNP switches for now. Use a wire to ground the input (if you are testing inputs). And ignore the PMDX-107 for now.
(1) When you are trying to jog motors from Mach4, is the "Outputs Enabled" LED on the PMDX-126 on or off? If the "Outputs Enabled" LED is off, then none of the PMDX-126 outputs will work. See my next question.
(2) How do you have the DIP switches on the PMDX-126 configured? The most basic configuration is with all switches "closed", or switched/pressed towards the "Config 1", "Config 2" silkscreen text. This is "normal mode without charge pump".