Came across a possible bug in Millmage. In the MOVES window when continuous is set to ON the X & Y move as indicated + or -. However when the Z is commanded to move + the direction is - also the - does move -. When the continuous is disabled, all movement is correct.
If my Zpos after Homing is +10mm (my usual Zzero is down 10mm), I get an Alarm 9 error. Your case suggests you have an offset somewhere. Home Z, then click on the Zhome button ans see if that helps.
If I set Zzero when I home so it is showing Z=0 when Homed, then it behaves normally. Down and up work fine.