Those valves can be operated as normally open or normally closed, do you have them set as normally closed? They are also 2way valves, have you tried reversing the valve? Some will operate properly in one direction but not the other, personal experience there, I do not have a good explanation as to why though, maybe Ray would know.
Toroidal transformers are not to fond of being fed DC, make sure you do not have a DC offset in your supply power, and no backfed DC to your secondary winding.
Also what is the full part number for the parts you have in your possession, valves and transformer, the numbers can be ‘decoded’ to see what you actually received. The reason I ask is because both sites use a generalized product listing for several products. For instance you could have a 24V*DC* transformer (on board bridge), or a 110VAC valve, either of which wouldn’t work, or would give weird outcomes, such as the one you are seeing being unable to close a valve.