From the picture given, my idea was connect the I+ pin to the digital pin which output the current, I- connect to ground, V+ connect to analog pin. I am not sure about V-, i connected that pin to ground also.
Look what that does to your circuit, basically it shorts things out. The current source must be isolated from the voltage reading. Having the two connected to one Arduino means it can not be isolated and so it will not work.
So you need an isolated constant current supply controlled by an optically isolated PWM signal if you want to use one Arduino. However as the Arduino’s voltage resolution is only about 4mV I am not sure if it will be enough for a semiconductor wafer.