Until Presonus provides a simple, direct path to assign FX Rtn to solo bus, this work-around seems to work.
1) setup your effects per usual. E.g., FX A gets 1 - 3 input channels.
2) create a subgroup, say Mix 15. Assign to Main if it isn't.
3) in the main mix, scroll to where the inputs show the FX Rtns. In our example, select FX A Rtn, and assign it subgroup Mix 15, and unassign it from Main.
4) in the User Fader layer, assign subgroup Mix 15. For convenience, add input channels 1 - 3.
Now, when you solo the subgroup in step (4), you'll hear the FX Rtn bus.