For $PGL_2(\mathbb{Z})$, you can use general properties of arithmetic groups due to Borel and Harish-Chandra, which will carry over to rings of $S$-integers of number fields. Alternatively, you can inspect the Smith Normal Form (aka elementary divisors) algorithm to obtain finite generation, which carries over to PIDs.
For $PGL_2(\mathbb{Q})$, note that every finitely generated subgroup is contained in $PGL_2(R)$ where $R$ is the subring generated by the entries of the generators, but $\mathbb{Q}$ is not finitely generated as a ring. This carries over to other rings that are not finitely generated. Alternatively, you can use the surjection given by the determinant $PGL_2(\mathbb{Q}) \to \mathbb{Q}^\times/(\mathbb{Q}^\times)^2$, where the target group is not finitely generated. This carries over to rings with infinitely generated group of units modulo squares.