It seems like the "different" sensor on pin 12 is working - the LED is off with no metal present, and on with metal present. The behavior of the other two doesn't sound right.
The specs you posted for the sensors show a 200mA current draw for each sensor. Or at least I'm presuming that is what the "200mA" spec means. If instead the "200mA" spec is how much current the sensor can sink through its output, then skip this paragraph. If "200mA" is indeed the supply current for each sensor, they won't work when powered from the PMDX-126. That would be a 600mA drain on the unregulated +12V, which is spec'd at 250mA max (see the spec for "+12U" in your PMDX-126 user's manual). If the sensors really are drawing more than 250mA total, that will load down the PMDX-126's supply, causing the voltage to drop below 12V. Which is then out of spec for your sensors. The solution here is to power the sensors from an external power supply. And connect the GND from the external supply to the GND on the PMDX-126 connector J11 or J12.
Do you have a volt meter? If so, measure the +12U to GND on connector J12 and see what it is.
If that isn't the issue, it may be leakage current through the sensors on pins 11 and 13.
2 things would help:
1. Create a wiring diagram and post it here. Hand drawn and scanned/photographed is fine. Show all connections between the PMDX-126 and your sensors exactly as you have it wired.
2. Manufacturer and model number of your sensors.
