To state the obvious and make sure your using the right components below is a Victor Speed controller which has a fan on it:
and this is a Spike Relay Controller, which has NO fan attached:
One test you may want to do is to use a multimeter and check the continuity of the single wires of your PWM cables to make sure they aren't damaged. Also physically inspect the pins on the PWM cables to make sure they are not bent or loose. If you still haven't figured out the problem, drop me a pm or im and ill try to help you out more in depth.