You should be able to connect all of the ALM- wires together and connect them to the PMDX-424's "COM" terminal on the EStop connector (J14). Then tie all the ALM+ wires together and connect them to the PMDX-424's FAULT terminal on J14. The PMDX-424 provides a pull-up on the FAULT terminal. As best I can tell from the StepperOnline Y series closed loop stepper driver manual, a fault condition will turn on the driver's opto-coupler, thus shorting ALM+ to ALM-, which will then connect the PMDX-424's FAULT input to COM, which will disable the PMDX-424 same as an EStop. And the FAULT going active gets reported to Mach4 same as an EStop.