Don' forget your FX sends are post (main mix) faders. So in worst case, if you set all channels in your main mix to minimum, you won't hear FX on your AUX mixes, even if the channel faders and the FX returns are on in your AUX mix. The FX sends remain dependent off the main mix, not your aux mix. You can change that by setting the FX mixes to pre fader, but that's very annoying for the main mix.