Thought I was safe since the PS only had a two wire plug.
Yes, I thought the cable in the pic was only 2 core, the PSU must be floating.
Nothing else at all connected to the PSU?
Nothing else at all connected to the servos?
Using just 1 scope CH and GND? It's easy to create a short by connecting one probe's GND to GND, and the other probe's GND to something you thought was, or should be GND.
You / we

will have to find the problem with the blown board(s) - before you connect the 3rd.
What mikerj just wrote, check for VAC leakage first, then current.