DDJ-RZX effects

I have a new DDJ-RZX but having trouble. When I connect two CDJ 2000 Nexus to the line inputs they work fine but I cannot add FX effects to the external CDJs. The sound FX effects work on them but not any of the main FX effects. I've made sure to assign the FX effects to the channel that the CDJs are on but it still doesn't work. HELP!