Strange behaviour when I delete one of four identical sections of code

[EDIT - SOLVED but not understood] -   In the tutorial (not from here) I was watching, they were using an UNO on PWM pins 6 and 9, and the HIGH and LOW statements worked for them. As I understand it pins 2-13 on the MEGA are PWM, but when I checked the Arduino reference, they said to use...

analogWrite(yellowPin, 255); //for HIGH

analogWrite(yellowPin, 0); //for LOW

I still dont understand why it worked when I had more than 4  LED flashes. I discovered the problem when I tested the voltage and found the output of the HIGH was much lower than the 4.72V my board puts out from the 5V terminal.

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I'm going crazy.

Please help.

I have four sections of code that turn two LEDs on and off. This was made because I was trying to learn "For Loops", but when they didnt work I did some tests to see what was going on.

This code works...

int redPin = 9;
int yellowPin = 6;
int redTime = 500;
int yellowTime = 500;

void setup() {
// put your setup code here, to run once:
pinMode(redPin, OUTPUT);
pinMode(yellowPin, OUTPUT);

}

void loop() {
// put your main code here, to run repeatedly:

analogWrite(yellowPin, HIGH);
delay(yellowTime);
analogWrite(yellowPin, LOW);
delay(yellowTime);

analogWrite(yellowPin, HIGH);
delay(yellowTime);
analogWrite(yellowPin, LOW);
delay(yellowTime);

analogWrite(redPin, HIGH);
delay(redTime);
analogWrite(redPin, LOW);
delay(redTime);

analogWrite(redPin, HIGH);
delay(redTime);
analogWrite(redPin, LOW);
delay(redTime);

}

But if I delete any one of the sections that look like this, no LEDs light...

analogWrite(yellowPin, HIGH);
delay(yellowTime);
analogWrite(yellowPin, LOW);
delay(yellowTime);

Both the full version, and any version with one of the analogWrite blocks removed compile with no errors (I scrolled up to check).

It doesn't matter which section I remove, it only works with four.

I tried it with four yellows, and it works. With three yellows it doesn't work.

It works with more than four.

I rebooted my system, and the mega 2560. 

I started a new project, and retyped it.

I changed pins. 

LEDs are connected to PWM pins via a 330 ohm resistor.

I made an LED flash as my "Hello world" first project.

Nothing has worked.