Did you locate valve boxes in the ground? They might have a valve handle on them. Turn all the way off (not too tight). Sometimes, if the valve handle/stem is not in just the right, open position, they will not shut off. Try opening the valve 1/2 way and use the timer to activate a station. Did it go on? Probably. Turn timer to off or to another station. Did the station go off? If not, go to the valve and turn the handle down to close off. Just a bit, little by little. And wait. Did it finally go off?
There should also be a small bleeder valve on the electric valve. It will trickle a bit when the station is on. Turn it all the way off and the valve should shut off. Could be there is dirt inside your valve.
How is the wiring inside your timer? Any station wires loose or corroded?