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There are a number of ways to accomplish this. The easiest is probably just to assign your effects returns to the Aux channels and to the Main mix.

Adjust your effects returns to Main and Aux to get the levels to mains and monitors respectively. Then use the effects send level to control both effects return paths.

You could also assign all Aux returns to a group then route the group to the Aux buses.

You could also use the Matrix outs to drive monitors and assign effects returns in various ways to the Matrix.