Glad you solved it.
Regarding the FS Toggle... that feature was introduced with the 3.10 Firmware, I think. So check first if your version are up to date.
Anyway... If your external device can receive MIDI, you can use Command Center to make every FS in that Preset to send OUT their own MIDI values, so both devices will be synced. You have to do this per preset (and make sure that HX Edit isn't interfering in the FS status when you're editing the preset, since it doesn't send regular MIDI messages but their own propietary protocol)
If your external device doesn't receive MIDI, then configure it to use Momentary actions instead, sending just an unique value (127). In this way the Helix will toggle the FS anyway. Yes, you lose the visual feedback outside the Helix, but this is the easiest way.