I searched for hours and hours … and found the solution!
You can route FX to a group, “provided that these will not lead to feedback” as stated in the manual. So make sure you remove and clear all sends on the group track you want to direct it to. I know see that is what thinkingcap stated as well, oops. 
Yeah, you could use Group tracks as sends but then you lose this functionality as stated in the preferences (VST section): “Connect Sends automatically for each newly created Channel”
Let me know if it works!