@infiniteloop I got it works as you described. Thank you!!!
Some detail for future reference.
Duet [PANEL DUE 5V_EXT] ==(orange)== Relay [JD-VCC]
Duet [PANEL DUE 3.3V_EXT] ==(green)== Relay [VCC]
Duet [PANEL DUE GND] ==(black)== Relay [GND]
Duet [out3-] ==(yellow)== Relay [IN1]
Duet [out4-] ==(blue)== Relay [IN2]
Duet [out5-] ==(brown)== Relay [IN3]
6673708b-eca8-40a8-8cd6-cf670a5a3606-image.png
83db91cc-387c-4398-8765-8e66b75b386f-image.png
config.g
; Laser mode M452 C"out6" R255 F200 ; Enable Laser mode, on out6, with max intensity being 255, and a PWM frequency of 200 ; FAN-as-IO setup M950 P0 C"out3" ; Red Laser M950 P1 C"out4" ; Laser Enable M950 P2 C"out5" ; placeholderNo strange behavior during power on nor power lost. Everything looks good.
Note: the board next to relay is isolated PWN to 0-10V converter, in case someone wondering.