What DJ Mixer are you using?
My DJM-800 when sending to an external efffect is not a parallel send (unlike its internal fx), instead its an insert when enabled and the effect level controls the return level.
I would guess the same applied to other pioneer mixers with external effect routing (been ages since I used a DJM-600 ?)
BTW - if you are using a DJM-800 and thinking of generating midi clock from the mixer - erm - probably best not to
