I hope you found success with HY support.
I want to point out that when you said the motor didn’t come with a means of grounding, that is in error. It comes with a 4 pin connector on the motor. Pin 4 as you show on diagrams is the protective ground.
All you need to do is join the cable shield and wire 4 on that one pin. Both PE and shield then attach to the ground screw on the VFD and on the same screw which goes to your outlet/panel ground.
The other more challenging way to attach the shield to the aviation connector is by carefully stripping everything to millimeter accuracy and clamping the bare shield under the half clip that secures the cable while connecting the 3 hot wires, but this is a weaker mechanical connection, but a 360 degree shield. This uses the metal body of the plug to tie the spindle body to the cable shield. Ideally the plug assembly is swapped out for a larger plug with a grounding gland included. I don’t recommend novice try this.
I hope on spindle #1 you didn’t drive a screw randomly into the body trying to ground it, that would explain sparks.
Also, don’t use your hand to verify 220 circuit operations. May be the last thing you do.