The following effect sounds of this DJM applied to the channel selected by the effect channel switch at [SEND/RETURN] are not outputted to the RETURN AUX channel due to specification.
SOUND COLOR FX
SPACE, DUB ECHO
DELAY, ECHO, PING PONG, SPIRAL, REVERB, TRANS, FILTER, FLANGER, PHASER, PITCH
Please refer here.