The FX assignment section is done from the FX Return Section.
I am assuming you have set the FX (A-D) send levels from the individual channel strips and the FX(A-D) Master Send levels. This is important because it sets the send levels to the FX input located in that slot (A-D)
Press Inputs button then Next Button. The FX Returns will be the first four channel strips. Press Select Button on the FX you wish to send to MAIN and it will pop up on the screen. On the Screen Under SubGroups press just the MAIN button and it will light up. Now when you raise the FX Return Fader, it will be sending that corresponding FX just to the MAINS and no where else.
On the same screen, you can see if you are sending FX to any of the Flex Mixes. If you are and do not want to, go to the corresponding Flex Mix and navigate to FX Return strip and bring the fader all the way down. Also, if you are sending to SubGroups (A_D) the light will be lit. If so and you don't want this just press the button on the screen to turn it off.