I had some issues as wel, i couldnt get the module to learn the remote buttons. I used a variable dc adapter that i plugged into a socket and then wired things up to test the wiring. Eventually got it working. But these cheap remotes have some bad instructions. Take some time and use a multimeter.
But yeah, you need to use the normally closed. Bu i had to bridge the 12+ to some other input on the module as well. I guess it uses the 12v+ to control, but to pass through the power there is a separate input. So it is actually not using the 12v+ input to power the NC or NO outputs.