Hi Rod,
Not for sure if I can help. Or, since your post is a month old, have you already solved your PM940CNC problem? If you have solved it I a curious as to what the problem was.
So, I have the same machine and can supply you with a scanned copy of the Users manual if you do not have it. It has some very limited circuit diagrams in it. You may also want to download the Delta VFD manual. It is hard to see if you have the same Delta VFD that my machine has in it the model Nos. are on the side of the VFD. (However, since VFDs are just programable computers controlling power semiconductor devices for switching the current to the motor, the 400 page manual can seem quite obtuse if you do not already have an understanding of how they work. However the manual is available, which is more than can be said for some parts.) If there is a VFD problem their maybe a Fault code displayed on the VFD LED readout? If I recall my VFD is a Delta Model # VFD-015-E-21 (which means 015=> power rating 1.5KW or 2 HP motor, E=> VFD Series, 21=> Input power=220 1Phase.
I believe that KA1 and KA2 are indeed small relays which are use to apply control (logic) signals to the VFD to cause the VFD to run the motor either CW or CCW. Since you indicated that the KA1 switches on and off but that the motor does not start you may wish to check to see if the signal via the relay is actually arriving at the VFD. You might simply also want to try to run the spindle in the CCW direction (KA2 relay). If by chance you have over looked it and the spindle speed is set to a low rpm the motor may not start. The VFD speed it determined by a DC voltage between 0-10volts DC applied to the VFD via the n-Motion box. If there is zero voltage arriving or it is very small, the motor will not appear to run. If 10volts is applied the motor should run at maximum.
It is not clear to me why the n-motion electronics do not apply logic signals directly to the VFD, but then I have not studied this Delta VFD operation and my info on the n-Motion controller is very limited. I have been setting up an Hitachi VFD and electronics to run a lathe and in that VFD, if one applies both a CW and a CCW active logic signal simultaneously to both VFD inputs the VFD will actually shut down the motor if running (or not start if not already running). The VFD inputs that are in play are probably the MI1 and MI2. You can trace the wires from the KA1-2 to the VFD. In my machine the wires are numbered on both ends and so the tracing is not difficult.
If need be we could do a compare between you machine and mine.
Dave