It seems the new 15A fuse I mounted has burned ! visually there isn't anything wrong with it, but when I tried to remove the metal covers from the glass it clearly shows it was burned.
I noticed that there is something wrong with the new fuse when I tried again to measure the voltage on the fuse (I tried this to be sure the rectifier bridge diode is ok)
After changing it I also removed all drivers connectors, and it seems the Y motor connector, has a darken/burned pin, the PIN was one of the 3 wires that powers the motor. I cleaned it (I will try to find a replacement connector) and I tried to power the drivers one by one, it worked, and now all drivers work.
Sincerely I don't think the problem was because of that imperfect connection on the Y motor wire, the poor connection was not on the + and - cables, but on the ones that connects the motor with the driver, I don't think the Leadshine drivers are that smart, to sense the poor connection on one motor wire, and if they ware I think it should somehow turn the RED led on and stop powering the motor.
I don't know yet where the problem came from, but I'm glad the machine is working again.
PS. Regarding the VFD relay, it seems only when I press THE FIRST TIME the
START SPINDLE button in path pilot, only than the relay is energized, and when stopping the spindle from path pilot, the relay remains energized for the entire session. I didn't know this, I'm just glad it works.