Electronics for New Machine + Chinese Spindle + VFD

[mturneruk]

Chaps...
Having problems wiring my 3 wire (blue) prox sensors as per this diagram.
Problem is it dosen't work. There seems to be a light on the Prox sensor, but this does not come on and Mach3 stop is not triggered.
Everything is setup correctly in Mach3...

I am feeding +24 into the brown wire from my 24v PSU.
The blue wire goes to GND on my KK01 BOB.
The black wire goes to pin13 on my KK01 BOB (signal).

I'm guessing that either the blue GND wire need to go to the negative side of the 24 PSU instead of the GND on the BOB ?
Or...
I need to connect the GND on bob to the negative side of the 24v PSU ?

Any help much appreciated.

Cheers Chaps.