@firewirehn There are 2 things, the version of Grbl and the parameters. You see the Grbl version when you connect if debug mode is enabled, and the parameters can be displayed by clicking Display Grbl Parameter option in the Machine menu.
@KyleMC The Nano is powered from your USB port so it will operate and connect but the signals it sends to the motor drivers won't do any good if the board doesn't have power. If you have a volt meter check the laser connector + to - and it should be 12VDC, if not, your controller board has a problem. It could be a bad switch or input capacitor if the power supply itself is working.
@Ged It is wrong, you should not need to do that but EleksCAM software is obsolete and has many known problems. I wrote T2Laser for myself and it is very stable so you waste less time and materials, it just works!
Test your hardware with T2Laser, it will work with the Eleks firmware although better performance can be achieved with my Grbl 1.1e DEFAULT firmware (but EleksCAM is old so it doesn't work with the newer firmware).
@Bill-Thebert T2Laser does not create inlay (offset machining), it is for engraving or carving only. It is easy to generate a DXF with these profiles, and you could also add the hatch fill to remove the material. I believe Inkscape would let you do this although I don't use it much so perhaps someone else can confirm.
You appear to be missing the most important step, click the CNC Mode to enabled it (check mark next to the menu item), it will request the maximum depth. All units are mm as that is the Grbl default.
@Pier-Andrea-Tornatore You may have damaged the gears on the servo and perhaps the stepper drivers. I would suggest ruling out the software, if it does the same thing using T2Laser trial (click the EleksDraw option in the Configure EleksMana menu before you test anything as this will ensure the servo can't over rotate and be damaged).