Hi mates! Thanks for your help!
So, the outcome is:
1 - Yes, in the input of the amp it works (but of course I'm not gonna use it like that)
2 - No switches for the fx loop
3 - Volumes where on
4 - The loop itself works, have tried using a pedal delay.
So, I am afraid (almost sure now) that that solution of using the speaker of an amp using the return of the fx loop, does not work with all the amps! Or al least, fit does not work with Blackstar amps (considering that another user reported the same issue in the forum)
Maybe it is worth to mention it in the manual
Please let me know if you get any idea on how to make this work!
Thanks