I'm not quite sure what you are asking for. It sounds like you want the controller to have an active output when Mach 3 is not running? If so, then no that is not possible. The controller will basically go to a state of "reset" when it looses connection to Mach 3, regardless of whether or not the cause of the disruption is intentional or not. If an output could stay active when the connection between Mach 3 and the controller is lost, that could result in a very dangerous condition, so by design the controller will stop everything if the connection is lost. I've tested this and found that it takes about 1-2 seconds during operation for the controller to shut down the outputs and any motion it may be running when the connection is lost, so it isn't quite immediate, but it is fast enough that it would prevent dangerous conditions.
Normally, you would use an active output signal to turn the servos on, so it sounds like you are doing it backwards by using an active output signal to turn them off. A standard relay like those I suggested have the ability to either open a circuit when the coil is active (on signal from controller), or close a circuit when the coil is active depending on how you wire the relay. If the relay is a 2-pole relay, there should be a total of eight connection terminals. Two of them are the coil circuit, which is hooked up to the output signal from the controller. The other six form two separate switches through the relay, so basically three terminals per switch. Those three terminals produce one normally open switch and one normally closed switch. If your drives turn on by shorting the enable/disable pin, then you would set it up so that the circuit is connected to the "normally open" side of the relay. If your drive is turned off by shorting the enable/disable pin (it sounds like this is the case), then you would set it up so the circuit runs through the normally closed side of the relay. In the case of the latter, when you start Mach 3 it will be in reset and the drives will remain off until you press reset. Once you press reset, the output you have designated for this purpose will become active and the relay will open the circuit, allowing the drives to turn on. When Mach 3 goes into reset, the output will deactivate and the circuit will close again, causing the drives to turn off and stop any motion that may currently be happening. If Mach 3 is shut down, the output will also remain inactive, and the circuit will also remain closed leaving the drives off.