I think you misunderstood something. The direct out setting is not to setup the tap point for a mixbus but for the channel direct outs, which can be routed individual to outputs, lets say for multitrack recordings.
What you want to change is the tap point (or as A&H is naming it ‚channel source‘) of the mix bus (aka Aux). You can do this be selecting the Aux Master channel, go to routing and then you can see that the button right below the channel name is now named ‚Aux Snd‘instead of ‚Dir Out‘. Pressing this button gives you the opportunity to change the channel source for this Mix bus.
BTW: you can do the same for the FX Sends too. This will probably help you to get rid of your FX Send issue.
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