Before I suggest the Warp9 forums, can you get ANY output signal on the PMDX-126 to work from Mach4 and the ESS? For example, can you assign port 1 pin 1 to "spindle on". Then turn on the spindle and see if the large relay on the 126 turns on? Or how about any input signal? For example, Etop (PMDX-126 port pin 10)? Use the "Machine Diagnostics" tab in Mach4 to look at the input signals.
Hmmm... Does the ESS number their parallel ports 0, 1 and 2, or 1, 2 and 3 ????? Doesn't the ESS have something like 2 levels of pin assignments (they did long ago when I last saw their plug-in)? There is one level in the ESS plug-in configuration where, I think, you assign physical ports and pin to signal names, and then the normal Mach4 config dialog where you assign those ESS signal names to Mach4 signal names.