but I am starting to think that NPN-type transistor TIP120 and the others that I bought are too high capacity for what I am aiming to do, as when connected it just gives me full power regardless of the PWM.
No such thing as too high capacity.
The problem is that you do not say how you are trying to wire this thing up. To get help you need to post a schematic showing how you have wired it.
The link to the controller is a bit puzzling, this is a DMX driven device, you are not trying to put PWM to power this are you?