In case someone comes to this issue also (even when the thread is already some months old).
I had exactly the same behaviour that was driving me crazy. It took a while to recognize that the PWM 5V+ Aux needs a jumper to be set.
It should default to use internal 5V. But on my Duex5 board there was no jumper set. For that reason the PWM5 port did not get 5V+.
I marked it green on the following image.
I hope this can help some users to get rid of that source of problems.
Credits: Original image from here: https://duet3d.dozuki.com/Wiki/Duex_wiring_diagrams