There really is no "in" or "out" with the switches and AC load side of the SSR. It doesn't matter how you connect the wires.
The one pair of connections that DO matter is the DC control signal from the PID to the SSR. That one needs to be hooked up properly with the "+" and "-" terminals.
The one pair of connections that DO matter is the DC control signal from the PID to the SSR. That one needs to be hooked up properly with the "+" and "-" terminals.