PDMX 126 with AM822 drivers and relays.

[m_c]

A key rule is never to trust software!

What size of machine is this?
Personally, I'd ensure the e-stop circuit removed all power to anything that moves directly, which if I remember correctly from the PMDX manual, the BOB will kill all outputs as soon as the E-stop signal is lost. However, I'd add an extra relay (the onboard relay is probably not ideally rated for handling PSU start-up surges) controlled directly by the E-stop circuit (adding a reset/latch is reasonably easy - they are a legal requirement for commercial use, but hobbyist use you can do whatever you want as long as it's only you that's going to risk getting injured), which controls power to the drives.
If the E-stop directly controls the main power relay, then you can use an extra set of contacts in the relay to switch the BOB E-stop input. Unless you're using more than about one KW/KVA of power supply, I'd use a common DIN rail mounted DPDT 10A relay. RS part numbers are 488-2610 for the relay, and 803-376 for the socket to give you an idea of the type - other sources are available.

Having the main drive power supply active without the BOB active is not a problem, as the BOB/software should prevent any motion from occurring. The big problem arises when you rely on the software to kill things, and the reason you want to kill things is because the software isn't doing what it should, so you really want to make sure the E-stop kills everything, even if the computer/software is doing it's very best to not stop things.