If it's any help....my plasma cutter does have pilot arc start but when I was trying to get it to work with my CNC, everytime the plasma was switched on the Mach3 stopped with a limit switch warning. It took a long time to figure out what was causing it.....
First I rewired every cable - to the steppers, limit switches, estop and plasma torch - with new, good quality, shielded cable...result was exactly the same! Then I tried .1uf caps on all the BOB inputs...this helped a little but still not right. Then I changed the input signal debounce in Mach3 general settings to 100...better but still not right.
After much deliberation and sleepless nights I thought about the plasma torch...the 'beam' seemed much brighter with the machine torch I had fitted in place of the original hand torch....mmmm light bulb came on!
The torch had been fitted with a 1.6mm nozzle instead of the 0.8mm nozzle suitable for my plasma machine...changed this and voila it all worked perfectly......
Hope this helps in debugging your problem .....but I have read that HF start is notoriously bad for 'electronics' and only pilot arc is recommended for CNC.