OK.This diagram show S1 and S2, the connection still the same, parallel=120V, in series=240V
http://daitronglobal.com/products/power/image/910_3.gif
NO! S1 and S2 connections are not the same.
The wiring diagram only shows them connected to H4 and X4 respectively when the transformer is wired as a step up "Grounded System" or wired as a step down "Grounded System".
The S1 shield is only connected to H4 only *IF* H4 will be grounded and become a "Grounded Conductor", a neutral Conductor.
The S2 shield is only connected to X4 only *IF* X4 will be grounded and become a "Grounded Conductor", a neutral Conductor.
Like I said in my above post The OP is wiring the xfmr as a step down transformer. Primary of xfmr will be fed from 2 Hot Ungrounded conductors. S1 Must be removed from H4. Period!