This says that the direction signal isn't getting from Mach3 to stepper driver. Likely problem areas - ports-and-pins settings in Mach3, so that direction signal isn't on the right pin (the one that actually connects to the stepper driver); physical connection between BOB and stepper driver (broken wire? Terminal clamped on insulation rather than bare wire?); stepper driver is broken. Probably a few other possibilities, but my guess is that it's something like one of these. Could stick a meter on "direction" output pin and see if it changes when direction changes, which might help narrow it down.