A diagram is worth a thousand words!
What PWM module? What switch? What is a "class A switch"?
What pins/connections/wires do these modules have? I gather from your description, some have power and ground connections, some have +V/-V, signal output/input -- but which and where, is not clear.
Minus this information, it simply sounds to me like you've got the power-return or common terminals connected (GND and -V),
as you should (so you're not doing anything wrong; or at least, not apparently so), and maybe just, no one explained it to you, or showed in the diagrams or whatever, how they're really connected internally, and what all that means for external connections and how to operate it all. (I gather you expected that breaking some connection would cause it to stop, and it hasn't?)
And the thing is, if these are like, no-name off-the-shelf modules, the documentation might be abysmal, if present at all -- so this could very well be a point of confusion for a beginner, you simply don't know how circuits are usually wired internally, and you don't have the diagrams showing that, so what do you do, right? Well, you'd probably ask someone else. And so you've come here.
Tim